Building on icova's answer, here's the code so you can use a custom HTML5 validation message:
$(function() {
var requiredCheckboxes = $(':checkbox[required]');
requiredCheckboxes.change(function() {
if (requiredCheckboxes.is(':checked')) {requiredCheckboxes.removeAttr('required');}
else {requiredCheckboxes.attr('required', 'required');}
});
$("input").each(function() {
$(this).on('invalid', function(e) {
e.target.setCustomValidity('');
if (!e.target.validity.valid) {
e.target.setCustomValidity('Please, select at least one of these options');
}
}).on('input, click', function(e) {e.target.setCustomValidity('');});
});
});