Describe the bug
When trying to use the DirectML provider a crash happens when calling DMLCreateDevice1 here. Replacing it with DMLCreateDevice works although I don't know if there are any unintended consequences:

THROW_IF_FAILED(DMLCreateDevice(d3d12_device.Get(),
                              flags,
                              IID_PPV_ARGS(&dml_device)));

Urgency
DirectML does not work (for me) without that fix. For me personally not having DML is a big issue as I need my program to run on all GPU vendors' devices.

System information

• OS Platform and Distribution (e.g., Linux Ubuntu 16.04): Windows 10 Pro 1903
• ONNX Runtime installed from (source or binary): source with use_dml, build_wheel
• ONNX Runtime version: 1.2.0 (current master)
• Python version: 3.7.3
• Visual Studio version (if applicable): 2019
• GCC/Compiler version (if compiling from source): -
• CUDA/cuDNN version: -
• GPU model and memory: GTX 1070 (8gb)

To Reproduce
Build onnxruntime with build.bat --config RelWithDebInfo --parallel --use_dml --cmake_generator "Visual Studio 16 2019. Try adding the DML provider (eg. start with this sample and add OrtSessionOptionsAppendExecutionProvider_DML(session_options, 0);. The program will crash at this line (although I noticed when using a nonsensical device like 100 it goes through, but seems to use CPU still).
Alternatively, python can be used using my recent PR and the following code will crash without a message at set_providers():

import onnxruntime as rt
session_opts = rt.SessionOptions()
session_opts.enable_mem_pattern = False
session = rt.InferenceSession("model.onnx", session_opts)
session.set_providers(["DmlExecutionProvider"])

Expected behavior
It should not crash and use the DirectML execution provider.