I also have this issue - I was able to solve it by locating mkl_vml_avx2.dll from another python environment and copying it to my current python environment, so for me it was copy mkl_vml_avx2.dll from
C:\Users\[username]\Anaconda3\envs\fastai_v1\Library\bin
to here...
C:\ArcGIS\Pro_\bin\Python\envs\deeplearn\Library\bin
I have no idea why it wasn't there and why it had to be done manually.
FYI.....The Jupyter notebook log that this fixes is as below....
INTEL MKL ERROR: The specified module could not be found. mkl_vml_avx2.dll.
Intel MKL FATAL ERROR: cannot load mkl_vml_avx2.dll.
[I 09:52:22.077 NotebookApp] KernelRestarter: restarting kernel (1/5), keep random ports
I also think this error has the following behavior...... when using 'Classify Pixel for Deep Learning' and it hits this error, I believe it crashes ArcGIS Pro and completely shuts the application down without any notification or warnings.