interactive: Native assemblies in ML.NET no longer seem to work

Describe the bug

The attached notebook doesn’t work in the latest builds. It does work on version '1.0.115407'

Notebook.zip

to repro, you will also need the data file here (and change its extension to *.csv.):

time_series_covid19_confirmed_global_transposed.txt

System.DllNotFoundException: Unable to load DLL 'MklImports' or one of its dependencies: The specified module could not be found. (0x8007007E)
   at Microsoft.ML.Transforms.TimeSeries.EigenUtils.Dsytrd(Layout matrixLayout, Uplo uplo, Int32 n, Double[] a, Int32 lda, Double[] d, Double[] e, Double[] tau)
   at Microsoft.ML.Transforms.TimeSeries.EigenUtils.MklSymmetricEigenDecomposition(Single[] input, Int32 size, Single[]& eigenValues, Single[]& eigenVectors)
   at Microsoft.ML.Transforms.TimeSeries.TrajectoryMatrix.ComputeSvd(Single[]& singularValues, Single[]& leftSingularvectors)
   at Microsoft.ML.Transforms.TimeSeries.AdaptiveSingularSpectrumSequenceModelerInternal.TrainCore(Single[] dataArray, Int32 originalSeriesLength)
   at Microsoft.ML.Transforms.TimeSeries.AdaptiveSingularSpectrumSequenceModelerInternal.Train(RoleMappedData data)
   at Microsoft.ML.Transforms.TimeSeries.SsaForecastingTransformer..ctor(IHostEnvironment env, Options options, IDataView input)
   at Microsoft.ML.Transforms.TimeSeries.SsaForecastingEstimator.Fit(IDataView input)
   at Submission#24.<<Initialize>>d__0.MoveNext()
--- End of stack trace from previous location where exception was thrown ---
   at Microsoft.CodeAnalysis.Scripting.ScriptExecutionState.RunSubmissionsAsync[TResult](ImmutableArray`1 precedingExecutors, Func`2 currentExecutor, StrongBox`1 exceptionHolderOpt, Func`2 catchExceptionOpt, CancellationToken cancellationToken)
   at Microsoft.ML.Transforms.TimeSeries.EigenUtils.Dsytrd(Layout matrixLayout, Uplo uplo, Int32 n, Double[] a, Int32 lda, Double[] d, Double[] e, Double[] tau)
   at Microsoft.ML.Transforms.TimeSeries.EigenUtils.MklSymmetricEigenDecomposition(Single[] input, Int32 size, Single[]& eigenValues, Single[]& eigenVectors)
   at Microsoft.ML.Transforms.TimeSeries.TrajectoryMatrix.ComputeSvd(Single[]& singularValues, Single[]& leftSingularvectors)
   at Microsoft.ML.Transforms.TimeSeries.AdaptiveSingularSpectrumSequenceModelerInternal.TrainCore(Single[] dataArray, Int32 originalSeriesLength)
   at Microsoft.ML.Transforms.TimeSeries.AdaptiveSingularSpectrumSequenceModelerInternal.Train(RoleMappedData data)
   at Microsoft.ML.Transforms.TimeSeries.SsaForecastingTransformer..ctor(IHostEnvironment env, Options options, IDataView input)
   at Microsoft.ML.Transforms.TimeSeries.SsaForecastingEstimator.Fit(IDataView input)
   at Submission#24.<<Initialize>>d__0.MoveNext()
--- End of stack trace from previous location where exception was thrown ---
   at Microsoft.CodeAnalysis.Scripting.ScriptExecutionState.RunSubmissionsAsync[TResult](ImmutableArray`1 precedingExecutors, Func`2 currentExecutor, StrongBox`1 exceptionHolderOpt, Func`2 catchExceptionOpt, CancellationToken cancellationToken)

Please complete the following:

Which version of .NET Interactive are you using? There are a few ways to find this out:

.NET Interactive

© 2020 Microsoft Corporation

Version: 1.0.126302+9e8f007038a86132f72a94889d805be2a14addf2

Build date: 2020-05-29T22:36:19.8099647Z

https://github.com/dotnet/interactive

• OS
  • Windows 10
  • macOS
  • Linux (Please specify distro)
  • iOS
  • Android
• Browser
  • Chrome
  • Edge
  • Firefox
  • Safari
• Frontend
  • Jupyter Notebook
  • Jupyter Lab
  • nteract
  • Visual Studio Code
  • Other (please specify)

Screenshots

If applicable, add screenshots to help explain your problem.

Working on --version 1.0.115407

Failing on --version 1.0.126302

cc @jonsequitur @colombod @KevinRansom