I've encountered the same problem and I've solved the problem by making a little adjustment to the baselines code.
There are two pairs of methods in baselines for saving and loading models(the save_state&load_state pair and the save_variables&loas_variables pair) and you can see it in baselines/common/tf_util.py(line325~line372).
For the latest version of baselines, the save_state&load_state pair which saves and loads models in the .ckpt.meta, .ckpt.index, .ckpt.data and checkpoint format has been abandoned, so you need to re-enable the save_state&load_state pair.
Take ppo2 for example, in baselines/ppo2/model.py, make the following replacement:
in line 125, replace
self.save = functools.partial(save_variables, sess=sess)
self.load = functools.partial(load_variables, sess=sess)
with
self.save = functools.partial(save_state, sess=sess)
self.load = functools.partial(load_state, sess=sess)
and in line 4,
replace
from baselines.common.tf_util import get_session, save_variables, load_variables
with
from baselines.common.tf_util import get_session, save_state, load_state
this will replace the save_variables&loas_variables pair with the save_state&load_state pair.
hope this would help you.