Keras models with Attention and bidirectional lstm

**Is your feature request related to a problem? Please describe.**
I wrote this up
https://gist.github.com/thistleknot/0edafe7c477290e300e5cac08e7a4984
Can be used with multivariate data to forecast a sequence out.

**Describe the solution you'd like**
Would like to see a library that can use such a multivariate set to do RL

**Describe alternatives you've considered**
A clear and concise description of any alternative solutions or features you've considered.

**Additional context**
Add any other context or screenshots about the feature request here.