Setup:
Multi-GPU training is experimental ("The code is rather new and is still considered experimental at this point. It has been tested and seems to perform correctly in all cases observed, but make sure to double-check your results before publishing a paper or anything of the sort.") and hasn't been integrated into Keras yet. However, you can use multiple GPUs with Keras with the Tensorflow backend: https://blog.keras.io/keras-as-a-simplified-interface-to-tensorflow-tutorial.html#multi-gpu-and-distributed-training.