Fix oneDNN feature name in MxNET

[bartekkuncer]

Description

Fixes #20069.

Checklist

Changes

• Changed MxNET feature name from MKLDNN to ONEDNN

[mxnet-bot]

Hey @bartekkuncer , Thanks for submitting the PR
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[EnricoMi]

@bartekkuncer looks good, thanks!

There are still plenty of MKLDNN occurrences in docs and sources. This renaming is really touching everything.

[bartekkuncer]

There are still plenty of MKLDNN occurrences in docs and sources. This renaming is really touching everything.

@EnricoMi That is true, therefore as of now we wanted to stick to changing only major build and runtime flag names and as soon as oneDNN will update its API from dnnl we will try to unify all the names on master to oneDNN to avoid further confusion.

[bartekkuncer]

@leezu @szha Please help with the merge :)