Keras Multiple “Softmax” in last layer possible?
I would use the functional interface.

Something like this:

from keras.layers import Activation, Input, Dense
from keras.models import Model
from keras.layers.merge import Concatenate

input_ = Input(shape=input_shape)

x = input_
x1 = Dense(4, x)
x2 = Dense(4, x)
x3 = Dense(4, x)
x1 = Activation('softmax')(x1)
x2 = Activation('softmax')(x2)
x3 = Activation('softmax')(x3)
x = Concatenate([x1, x2, x3])

model = Model(inputs=input_, outputs=x)