It is my solution for the same problem
- Install TDM GCC x64.
- Install Anaconda x64.
- Open the Anaconda prompt
- Run
conda update conda
- Run
conda update --all
- Run
conda install mingw libpython
- Install the latest version of Theano,
pip install git+git://github.com/Theano/Theano.git
- Run
pip install git+git://github.com/fchollet/keras.git