I have a new Ryzen CPU and ran into this issue. Eg. default anaconda channel uses Intel MKL and this cripples performance on Ryzen systems. If a numpy version using openblas is used, then it's much faster. The above example is in ubuntu but I need to achieve this in windows as well.
To be more specific I actually managed to install numpy with openblas but as soon I try to install anything on top like scikit-learn it will "downgrade" to mkl again.
What I'm looking for is install instructions for a "SciPy stack" python environment on windows using openblas?
EDIT:
This issue seems to be extremely annoying. While there is since not very long a nomkl package also for windows it doesn't seem to take as it always installs mkl version regardless. Even if I install from pip, conda will just overwrite it, with an mkl version again next time you install something, in my case another lib which requires conda.
EDIT2:
As far as I can tell for now the only "solution" is to install anything SciPy related from pypi (pip): numpy, SciPy, pandas, scikit-learn possibly more. eg. only really a solution if you really need anaconda for a specific package, which I do.
EDIT3:
So the MKL_DEBUG_CPU_TYPE=5
trick indeed works. Performance with mkl is restored and a bit better than with openblas.
I did a very basic test (see the link above) with a fixed seed and the result is the same for mkl and openblas.