Solution
A workaround for this issue is to add a new system environment variable
MKL_DEBUG_CPU_TYPE with a value of "4".
To do this, right-click the
Windows start button on the bottom-left corner and select
System from the pop-up menu.

On the right side of the opened window, under the "Related settings"
list, select
Advanced system settings.

After opening the "Advanced system settings"
window, navigate to the
Advanced tab and select
Environment Variables.
To create a new environment variable press the
New button that is located under the "System variables" section and enter the above-mentioned variable name and the value.

After adding the name and the value, press the
OK button which will create a new variable, and click on the
OK button of the "Environment Variables" window to save the modifications.