horovod cicd tests are failing on ubuntu 18.04 python 3.6 latest
🐛 Bug
The failed job: https://github.com/PyTorchLightning/pytorch-lightning/runs/620109522
We see two errors:

RuntimeError: Failed to determine if NCCL support has been built. Run again with --verbose for more details.
ImportError: /opt/hostedtoolcache/Python/3.6.10/x64/lib/python3.6/site-packages/horovod/torch/mpi_lib_v2.cpython-36m-x86_64-linux-gnu.so: undefined symbol: _ZTIN3c1021AutogradMetaInterfaceE

My hunch is that both are caused by the same horovod compilation issue.
Another thing to note is that the same tests are passing on ubuntu 18.04 python 3.6 minimal.
@tgaddair maybe you have an idea?
To Reproduce
Run the cicd test suite.