Implementing skip connections in keras

The easy answer is don't use a sequential model for this, use the functional API instead, implementing skip connections (also called residual connections) are then very easy, as shown in this example from the functional API guide:

from keras.layers import merge, Convolution2D, Input

# input tensor for a 3-channel 256x256 image
x = Input(shape=(3, 256, 256))
# 3x3 conv with 3 output channels (same as input channels)
y = Convolution2D(3, 3, 3, border_mode='same')(x)
# this returns x + y.
z = merge([x, y], mode='sum')

In case anyone still has the same issue and the merge layer didn't work.

I couldn't find merge in the Keras documentation, as written by Dr. Snoopy. And I get a type error 'module' object is not callable.

Instead I added an Add layer.

So the same example as Dr. Snoopy's answer would be:

from keras.layers import Add, Convolution2D, Input

# input tensor for a 3-channel 256x256 image
x = Input(shape=(3, 256, 256))
# 3x3 conv with 3 output channels (same as input channels)
y = Convolution2D(3, 3, 3, border_mode='same')(x)
# this returns x + y.
z = Add()([x, y])