Model checkpoint not saved to google cloud storage
@rcalonso,
Could you please confirm whether you are facing any error while saving to Google cloud storage. If yes, please provide the error log here and help us to debug the issue. Thank you! @tilakrayal I don't get any error, in the console I see the log `f"\nEpoch {epoch + 1}: saving model to {filepath}"` from https://github.com/keras-team/keras/blob/v2.14.0/keras/callbacks.py#L1571 and the training continues but without any model saved.

Looking closer I found the model is not saved because of this function which was added in 2.14.0 https://github.com/keras-team/keras/blob/v2.14.0/keras/saving/saving_api.py#L137 @rcalonso,
Could you please try with the latest Keras 3.0 version and the tensorflow v2.15, and also I tried to execute on the colab and I was able to check the saved items. Kindly find the gist of it [here](https://colab.research.google.com/gist/tilakrayal/e4d41b04ecba60333ff1fd1668f03b5e/untitled1611.ipynb). Thank you! @tilakrayal,
Keras 3.0 is only compatible with tensorflow=>2.16 according to https://github.com/keras-team/keras/blob/master/requirements-tensorflow-cuda.txt#L3 and tensorflow 2.15.0 is only compatible with keras 2.15.0.

In the gist you provided, you're saving the checkpoint as `gcs_bucket = "/content/sample_data/ckpt/epoch_{epoch:03d}.keras"` which works as you said but the problem is when saving to google cloud storage and the path start with `gs://` (e.g. `"gs://bucket_name/ckpt/epoch_{epoch:03d}.keras"`).
### Issue type

Bug

### Have you reproduced the bug with TensorFlow Nightly?

No

### Source

binary

### TensorFlow version

2.14.1

### Custom code

Yes

### OS platform and distribution

_No response_

### Mobile device

_No response_

### Python version

3.9.17

### Bazel version

_No response_

### GCC/compiler version

_No response_

### CUDA/cuDNN version

_No response_

### GPU model and memory

_No response_

### Current behavior?

I'm training a model and I want to save the model checkpoints in `.keras` format to google cloud storage. I'm using the `ModelCheckpoint` callback but nothing is saved. I'm also using the `Tensorboard` callback and the logs are saved correctly in the same bucket.

If I set the file path to a local directory the model checkpoint is saved without any problem.

### Standalone code to reproduce the issue

https://gist.github.com/rcalonso/f12863b6e2c4669be6875deee2ff6dbf


### Relevant log output

_No response_