That installation tutorial is a far, far cry from installing Anaconda then running "conda install tensorflow-gpu". Microsoft has a simpler python-only installation process [1], but when I tried a Linux installation I encountered the same errors that other people are seeing [2]. I expected a Microsoft product at version 2.2 would have more polish than this. Hopefully they will improve the installation process soon.
[1] https://docs.microsoft.com/en-us/cognitive-toolkit/Setup-CNT...
[2] https://docs.microsoft.com/en-us/cognitive-toolkit/setup-lin...