This is the message received from running a script to check if Tensorflow is working:
I tensorflow/stream_executor/dso_loader.cc:125] successfully opened CUD
To compile TensorFlow with SSE4.2 and AVX, you can use directly
bazel build --config=mkl --config="opt" --copt="-march=broadwell" --copt="-O3" //tensorflow/tools/pip_package:build_pip_package
Source: https://github.com/tensorflow/tensorflow/blob/master/tensorflow/tools/docker/Dockerfile.devel-cpu-mkl