Future visitors that see this forum post:
I encountered this error because I had missed the instruction to install zlib as described in these instructions for installing cuDNN. The instructions tell you to add the path of the zlibwapi.dll to your PATH, which wasn’t enough to get the error to resolve. Once I copied zlibwapi.dll to the /bin directory of my NVIDIA GPU Computing Toolkit, the error was resolved and learning could proceed ^_^.