In order to save your Keras models as HDF5 files, Keras uses the h5py Python package. It is a dependency of Keras and should be installed by default. On Debian-based distributions, you will have to additionally install libhdf5:
sudo apt-get install libhdf5-serial-dev
If you are unsure if h5py is installed you can open a Python shell and load the module via
import h5py
If it imports without error it is installed, otherwise you can find detailed installation instructions here.
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