Theano needs no introduction in the field of deep learning. It is based on Python and supports CUDA. Keras is a libray that wraps the complexity of Theano to provide a high level abstraction for developing deep learning solutions.
Installing Theano and Keras are easy and there are tons of resources available online. However, my primary CUDA platform is on Windows so most standard guides that are based on Linux required some adaptations. Most notably are the proper setting of the PATH variable and the use of the Visual Studio command prompt.
The basic installation steps include setting up of CUDA, a scientific python environment, and then Theano and Keras. CuDNN is optional and required Compute Capability of greater than 3.0 which unfortunately my GPU is a bit old and does not meet this requirement.
Some programs on Windows platform encountered errors and found to be library related issues. Like this one that failed to compile on Spyder can be resolved using the Visual Studio Cross Tool Command Prompt.
The Nvidia profiler checking for the performance of the GPU, running the Keras example of the MNIST digits with MLP.