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Building MXNet together with TensorRT is somewhat complex. The recipe will hopefully be simplified in the near future, but for now, it's easiest to build a Docker container with a Ubuntu 16.04 base. This Dockerfile can be found under the ci subdirectory of the MXNet repository. You can build the container as follows:

docker build -t ci/docker/Dockerfile.build.ubuntu_gpu_tensorrt mxnet_with_tensorrt

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Next, we can run this container as follows (don't forget to install nvidia-docker):

nvidia-docker run -ti --rm mxnet_with_tensorrt

After starting the container, you will find yourself in the /opt/mxnet directory by default.

Running a "hello, world" model / unit test (LeNet-5 on MNIST)

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