Can anyone tell me if it is possible to use mxnet with matlab on windows? Using the windows packaged releases from https://github.com/dmlc/mxnet/releases, there is no "matlab" directory, which I can see is present in the newer versions, which do not have windows packages.
is there a way to get the best of both worlds?
Yes, it works, even thought I doubt it has been extensively tested. Their Matlab wrapping assumes the library lies in the lib directory, which is inconsistent with their python wrapping that assumes it lies in the build directory. So you will either have to copy libraries or change paths in callmxnet.m. Also, the demo needs data that is currently fetched by a bash script -- not very Windows friendly but it runs flawlessly with MSYS2.
IMHO the Matlab demo is currently more a proof-of-concept than a real Matlab wrapper. It is nowhere near the python bindings.