Comment 1 for bug 1432060

The SCSI DH modules are enabled in the kernel config [1]:

 6122 CONFIG_SCSI_DH=m
 6123 CONFIG_SCSI_DH_ALUA=m
 6124 CONFIG_SCSI_DH_EMC=m
 6125 CONFIG_SCSI_DH_HP_SW=m
 6126 CONFIG_SCSI_DH_RDAC=m

Also enabled for the installer's scsi-modules package [2]:

  125 # device handlers
  126 scsi_dh_alua ?
  127 scsi_dh_emc ?
  128 scsi_dh_rdac ?
  129 scsi_dh_hp_sw ?

Verified:

 # wget -O scsi-modules.udeb http://ports.ubuntu.com/ubuntu-ports/pool/main/l/linux/scsi-modules-3.19.0-12-generic-di_3.19.0-12.12_ppc64el.udeb && ar p scsi-modules.udeb data.tar.xz | tar tJ | grep scsi_dh
 ./lib/modules/3.19.0-12-generic/kernel/drivers/scsi/device_handler/scsi_dh_hp_sw.ko
 ./lib/modules/3.19.0-12-generic/kernel/drivers/scsi/device_handler/scsi_dh.ko
 ./lib/modules/3.19.0-12-generic/kernel/drivers/scsi/device_handler/scsi_dh_rdac.ko
 ./lib/modules/3.19.0-12-generic/kernel/drivers/scsi/device_handler/scsi_dh_emc.ko
 ./lib/modules/3.19.0-12-generic/kernel/drivers/scsi/device_handler/scsi_dh_alua.ko

And they are included in the initramfs by default.
It's an effect of 'MODULES=most' in /etc/initramfs-tools/initramfs.conf, which makes auto_add_modules() to copy the entire 'kernel/drivers/scsi' directory.

 # update-initramfs -uv | grep scsi_dh
 Adding module /lib/modules/3.19.0-12-generic/kernel/drivers/scsi/device_handler/scsi_dh.ko
 Adding module /lib/modules/3.19.0-12-generic/kernel/drivers/scsi/device_handler/scsi_dh_alua.ko
 Adding module /lib/modules/3.19.0-12-generic/kernel/drivers/scsi/device_handler/scsi_dh_emc.ko
 Adding module /lib/modules/3.19.0-12-generic/kernel/drivers/scsi/device_handler/scsi_dh_rdac.ko
 Adding module /lib/modules/3.19.0-12-generic/kernel/drivers/scsi/device_handler/scsi_dh_hp_sw.ko

Links
 [1] http://kernel.ubuntu.com/git?p=ubuntu/ubuntu-vivid.git;a=blob;f=debian.master/config/config.common.ubuntu;hb=HEAD
 [2] http://kernel.ubuntu.com/git?p=ubuntu/ubuntu-vivid.git;a=blob;f=debian.master/d-i/modules/scsi-modules;hb=HEAD