What fixed things for me was adding “iomp5” to FindMKL.cmake:
diff --git a/torch/lib/TH/cmake/FindMKL.cmake b/torch/lib/TH/cmake/FindMKL.cmake
index e68ae6a..7c9325a 100644
--- a/torch/lib/TH/cmake/FindMKL.cmake
+++ b/torch/lib/TH/cmake/FindMKL.cmake
@@ -50,7 +50,7 @@ ENDIF ("${SIZE_OF_VOIDP}" EQUAL 8)
 IF(CMAKE_COMPILER_IS_GNUCC)
   SET(mklthreads "mkl_gnu_thread" "mkl_intel_thread")
   SET(mklifaces  "gf" "intel")
-  SET(mklrtls)
+  SET(mklrtls "iomp5")
 ELSE(CMAKE_COMPILER_IS_GNUCC)
   SET(mklthreads "mkl_intel_thread")
   SET(mklifaces  "intel")

otherwise mkl_sequential library is used (and your log shows this), but I don’t know nearly enough about compilers and threading libraries interactions to know if it is a robust solution. @apaszke, @colesbury, I can submit a PR if you think  that’s Ok.