According to official documentation https://keras.io/getting-started/faq/#how-can-i-install-hdf5-or-h5py-to-save-my-models-in-keras
you can do :
first test if you have h5py installed by running the
import h5py
if you dont have errors while importing h5py you are good to save:
from keras.models import load_model
model.save('my_model.h5') # creates a HDF5 file 'my_model.h5'
del model # deletes the existing model
# returns a compiled model
# identical to the previous one
model = load_model('my_model.h5')
If you need to install h5py http://docs.h5py.org/en/latest/build.html