1. 找到本地keras目錄下的mnist.py文件
   通常在這個目錄下。
   ..\Anaconda3\Lib\site-packages\keras\datasets

2. 下載mnist.npz文件到本地
   下載鏈接如下。
   https://pan.baidu.com/s/1C3c2Vn-_616GqeEn7hQQ2Q

3. 修改mnist.py文件為以下內容，並保存

from __future__ import absolute_import
from __future__ import division
from __future__ import print_function

from ..utils.data_utils import get_file
import numpy as np

#cui 2018.07.08,修改

def load_data(path=‘mnist.npz‘):
    """Loads the MNIST dataset.

    # Arguments
        path: path where to cache the dataset locally
            (relative to ~/.keras/datasets).

    # Returns
        Tuple of Numpy arrays: `(x_train, y_train), (x_test, y_test)`.
    """
    path = ‘E:/Data/Mnist/mnist.npz‘ #此處的path為你剛剛防止mnist.py的目錄。註意斜杠
    f = np.load(path)
    x_train, y_train = f[‘x_train‘], f[‘y_train‘]
    x_test, y_test = f[‘x_test‘], f[‘y_test‘]
    f.close()
    return (x_train, y_train), (x_test, y_test)
 

** OK，去盡請使用吧 **

Keras載入mnist數據集出錯問題解決方案