Add a workaround for the tests hanging while loading MKL.

The workaround is to ensure the MKL library is loaded very early in the test process, so it doesn't cause the deadlock.

Also moving the test queue back to the hosted windows pool.

Workaround dotnet#1073

Author: eerhardt

.vsts-dotnet-ci.yml

@@ -10,7 +10,7 @@ phases:
     name: Windows_NT
     buildScript: build.cmd
     queue:
-      name: DotNetCore-Windows 
+      name: Hosted VS2017 
 
 - template: /build/ci/phase-template.yml
   parameters:

test/Microsoft.ML.TestFramework/GlobalBase.cs

@@ -11,6 +11,7 @@
 //    }
 
 using System;
+using System.Runtime.InteropServices;
 using Xunit;
 
 namespace Microsoft.ML.Runtime.Internal.Internallearn.Test
@@ -22,6 +23,28 @@ public static void AssemblyInit()
             System.Diagnostics.Debug.WriteLine("*** Setting test assertion handler");
             var prev = Contracts.SetAssertHandler(AssertHandler);
             Contracts.Check(prev == null, "Expected to replace null assertion handler!");
+
+            // HACK: ensure MklImports is loaded very early in the tests so it doesn't deadlock while loading it later.
+            // See https://github.com/dotnet/machinelearning/issues/1073
+            Mkl.PptrfInternal(Mkl.Layout.RowMajor, Mkl.UpLo.Up, 0, Array.Empty<double>());
+        }
+
+        private static class Mkl
+        {
+            public enum Layout
+            {
+                RowMajor = 101,
+                ColMajor = 102
+            }
+
+            public enum UpLo : byte
+            {
+                Up = (byte)'U',
+                Lo = (byte)'L'
+            }
+
+            [DllImport("MklImports", EntryPoint = "LAPACKE_dpptrf")]
+            public static extern int PptrfInternal(Layout layout, UpLo uplo, int n, double[] ap);
         }
 
         public static void AssemblyCleanup()