Update ubuntu install instructions from source

docs/install/ubuntu_setup.md

@@ -140,9 +140,30 @@ On Ubuntu versions 16.04 or later, you need the following dependencies:
 **Step 1:** Install build tools and git.
 ```bash
     sudo apt-get update
-    sudo apt-get install -y build-essential git
+    sudo apt-get install -y build-essential git ninja-build ccache
 ```
 
+**For Ubuntu 18.04 and CUDA builds you need to update CMake**
+
+```bash
+#!/usr/bin/env bash
+set -exuo pipefail
+sudo apt remove --purge --auto-remove cmake
+
+# Update CMAKE for correct cuda autotedetection: https://github.com/clab/dynet/issues/1457
+version=3.14
+build=0
+mkdir -p ~/tmp
+cd ~/tmp
+wget https://cmake.org/files/v$version/cmake-$version.$build.tar.gz
+tar -xzvf cmake-$version.$build.tar.gz
+cd cmake-$version.$build/
+./bootstrap
+make -j$(nproc)
+sudo make install
+```
+
+
 **Step 2:** Install a Math Library.
 
 Details on the different math libraries are found in the build from source guide's [Math Library Selection](build_from_source.html#math-library-selection) section.
@@ -170,44 +191,72 @@ If building on CPU and using OpenBLAS:
 ```bash
     git clone --recursive https://github.com/apache/incubator-mxnet.git
     cd incubator-mxnet
-    echo "USE_OPENCV = 1" >> ./config.mk
-    echo "USE_BLAS = openblas" >> ./config.mk
-    make -j $(nproc)
+```
+
+
+```bash
+    rm -rf build
+    mkdir -p build && cd build
+    cmake -GNinja \
+        -DUSE_CUDA=OFF \
+        -DUSE_MKL_IF_AVAILABLE=OFF \
+        -DCMAKE_CUDA_COMPILER_LAUNCHER=ccache \
+        -DCMAKE_C_COMPILER_LAUNCHER=ccache \
+        -DCMAKE_CXX_COMPILER_LAUNCHER=ccache \
+    ..
+    ninja
 ```
 
 If building on CPU and using MKL and MKL-DNN (make sure MKL is installed according to [Math Library Selection](build_from_source.html#math-library-selection) and [MKL-DNN README](https://github.com/apache/incubator-mxnet/blob/master/docs/tutorials/mkldnn/MKLDNN_README.md)):
 
 ```bash
-    git clone --recursive https://github.com/apache/incubator-mxnet.git
-    cd incubator-mxnet
-    echo "USE_OPENCV = 1" >> ./config.mk
-    echo "USE_BLAS = openblas" >> ./config.mk
-    echo "USE_CUDA = 0" >> ./config.mk
-    echo "USE_MKLDNN = 1" >> ./config.mk
-    make -j $(nproc)
+    rm -rf build
+    mkdir -p build && cd build
+    cmake -GNinja \
+        -DUSE_CUDA=OFF \
+        -DUSE_MKL_IF_AVAILABLE=ON \
+        -DCMAKE_CUDA_COMPILER_LAUNCHER=ccache \
+        -DCMAKE_C_COMPILER_LAUNCHER=ccache \
+        -DCMAKE_CXX_COMPILER_LAUNCHER=ccache \
+    ..
+    ninja
 ```
 
-If building on GPU and you want OpenCV and OpenBLAS (make sure you have installed the [CUDA dependencies first](#cuda-dependencies)):
+If building on GPU (make sure you have installed the [CUDA dependencies first](#cuda-dependencies)):
+Cuda 10.1 in Ubuntu 18.04 builds fine but is not currently tested in CI.
 
 ```bash
-    git clone --recursive https://github.com/apache/incubator-mxnet.git
-    cd incubator-mxnet
-    echo "USE_OPENCV = 1" >> ./config.mk
-    echo "USE_BLAS = openblas" >> ./config.mk
-    echo "USE_CUDA = 1" >> ./config.mk
-    echo "USE_CUDA_PATH = /usr/local/cuda" >> ./config.mk
-    echo "USE_CUDNN = 1" >> ./config.mk
-    make -j $(nproc)
+    rm -rf build
+    mkdir -p build && cd build
+    cmake -GNinja \
+        -DUSE_CUDA=ON \
+        -DUSE_MKL_IF_AVAILABLE=OFF \
+        -DCMAKE_CUDA_COMPILER_LAUNCHER=ccache \
+        -DCMAKE_C_COMPILER_LAUNCHER=ccache \
+        -DCMAKE_CXX_COMPILER_LAUNCHER=ccache \
+    ..
+    ninja
 ```
 
-*Note* - USE_OPENCV and USE_BLAS are make file flags to set compilation options to use OpenCV and BLAS library. You can explore and use more compilation options in `make/config.mk` and also review common [usage examples](build_from_source.html#usage-examples).
+*Note* - You can explore and use more compilation options in `CMakeLists.txt` and also review common [usage examples](build_from_source.html#usage-examples).
+You can also use a scripted version of the above with an editable CMake options file by doing the
+following:
+
+```bash
+cp cmake/cmake_options.yml .
+# Edit to your taste
+$EDITOR cmake_options.yml
+# Launch a local CMake build
+./dev_menu.py menu 1
+```
 
-Building from source creates a library called ```libmxnet.so``` in the `lib` folder in your MXNet project root.
+Building from source creates a library called ```libmxnet.so``` in the `build` folder in your MXNet project root.
 
-You may also want to add the MXNet shared library to your `LD_LIBRARY_PATH`:
+You may also want to add the MXNet shared library to your `LD_LIBRARY_PATH` and `MXNET_LIBRARY_PATH` accordingly:
 
 ```bash
-export LD_LIBRARY_PATH=$PWD/lib
+export LD_LIBRARY_PATH=`realpath build`
+export MXNET_LIBRARY_PATH=`realpath build/libmxnet.so`
 ```
 
 After building the MXNet library, you may install language bindings.