Keras - ImportError: cannot import name 'CuDNNLSTM'
And for Tensorflow-2: You can just use LSTM with no activation function and it will automatically use the CuDNN version
It turns out keras 2.0.8 doesn't have the code for these kind of layers that came in more recent versions.
I used pip to upgrade to the lastest version:
pip install --upgrade keras
and it all works now.