Add cuDNN section

[marnovo]

Sources that can prove valuable:

• http://docs.nvidia.com/deeplearning/sdk/cudnn-install/index.html#install-mac
• https://gist.github.com/Mistobaan/dd32287eeb6859c6668d
• http://mxnet.incubator.apache.org/get_started/osx_setup.html