The only supported installation method on Windows is conda. Therefore, you should install Anaconda 3.x for Windows before installing keras. The keras package uses the TensorFlow backend by default. If you want to switch to Theano or CNTK, call the use_backend() function after loading the keras library.

For the Theano backend, use the following command:

library(keras)
use_backend("theano")

For the CNTK backend, use the following command:

library(keras)
use_backend("cntk")

Now, your system is ready to train deep learning models.