ValueError «You are trying to use the old GPU back-end» when importing keras

You should change (or add) your environmental variable called THEANO_FLAGS. If you set the variable so that it contains device=cuda instead of device=gpu the error will be gone.

Also set the floating point precision to float32 when working on the GPU as that is usually much faster (THEANO_FLAGS='device=cuda,floatX=float32').

More info on this variable can be found here and here.