Some people wrote that they figured out that sometimes you have to set high performance in windows 10 graphics settings and run in administrator mode.
Please also note: The first time you use the GPU version. it can take up to 2 minutes till the graphic card is initialized, so please wait. see also the hint at How To: Install Deep Art Effects GPU “Please note: The first time you use the Windows desktop version on GPU it may take some time to initialize the NVIDIA graphic card”
Please also have a look if you put the cudnn files in the right directory.