title: CuDNNLSTM: UnknownError: Fail to find the dnn implementation
body: <p>I have run the model with LSTM as the first layer successfully. But out of curiosity, I replace LSTM with CuDNNLSTM.
  But after model.fit, it replied the following error message:</p>
  
  <pre><code>UnknownError: Fail to find the dnn implementation.
      [[{{node cu_dnnlstm_5/CudnnRNN}} = CudnnRNN[T=DT_FLOAT, _class=["loc:@training_2/Adam/gradients/cu_dnnlstm_5/CudnnRNN_grad/CudnnRNNBackprop"], direction="unidirectional", dropout=0, input_mode="linear_input", is_training=true, rnn_mode="lstm", seed=87654321, seed2=0, _device="/job:localhost/replica:0/task:0/device:GPU:0"](cu_dnnlstm_5/transpose, cu_dnnlstm_5/ExpandDims_1, cu_dnnlstm_5/ExpandDims_1, cu_dnnlstm_5/concat_1)]]
      [[{{node metrics_3/mean_squared_error/Mean_1/_1877}} = _Recv[client_terminated=false, recv_device="/job:localhost/replica:0/task:0/device:CPU:0", send_device="/job:localhost/replica:0/task:0/device:GPU:0", send_device_incarnation=1, tensor_name="edge_4852_metrics_3/mean_squared_error/Mean_1", tensor_type=DT_FLOAT, _device="/job:localhost/replica:0/task:0/device:CPU:0"]()]]
  </code></pre>
  
  <p>I have tried TestCudnnLSTM() on this <a href="https://github.com/keras-team/keras/issues/8135" rel="noreferrer">discussion</a> and pass the test successfully:</p>
  
  <pre>
  Keras version: 2.2.4
  Tensorflow version: 1.12.0
  Creating Model
  _________________________________________________________________
  Layer (type)                 Output Shape              Param #   
  =================================================================
  cu_dnnlstm_1 (CuDNNLSTM)     (None, 1000, 1)           16        
  =================================================================
  Total params: 16
  Trainable params: 16
  Non-trainable params: 0
  _________________________________________________________________
  None
  Model compiled
  </pre>
  
  <p>It seems that the problem appears during model fitting. But I don't know exactly what is the problem?</p>