\begin{tikzpicture}
\begin{scope}

\tikzstyle{cirnode}=[circle,minimum size=3em,font=\footnotesize,draw]
\tikzstyle{recnode}=[rectangle,rounded corners=2pt,inner sep=0mm,minimum height=1.8em,minimum width=6em]

\node [anchor=west,cirnode] (n1) at (0, 0) {$\mathbi{h}_{i-2}^l$};
\node [anchor=west,cirnode] (n2) at ([xshift=1.2em,yshift=0em]n1.east) {$\mathbi{h}_{i-1}^l$};
\node [anchor=west,cirnode] (n3) at ([xshift=1.2em,yshift=0em]n2.east) {$\mathbi{h}_{i}^l$};
\node [anchor=west,cirnode] (n4) at ([xshift=1.2em,yshift=0em]n3.east) {$\mathbi{h}_{i+1}^l$};
\node [anchor=west,cirnode] (n5) at ([xshift=1.2em,yshift=0em]n4.east) {$\mathbi{h}_{i+2}^l$};

\begin{pgfonlayer}{background}
\node [anchor=center,red!30,minimum height=4.5em,minimum width=21em,very thick,draw] (c3) at ([xshift=0em,yshift=0em]n3.center) {};
\node [anchor=center,ugreen!30,minimum height=4em,minimum width=12.5em,very thick,draw] (c2) at ([xshift=0em,yshift=0em]n3.center) {};
\node [anchor=center,orange!30,minimum height=3.5em,minimum width=3.6em,very thick,draw] (c1) at ([xshift=0em,yshift=0em]n3.center) {};
\end{pgfonlayer}

\node [anchor=south,recnode,fill=red!20] (r1) at ([xshift=-3.5em,yshift=2.5em]n2.north) {$\textrm{head}_1$};
\node [anchor=south,recnode,fill=orange!20] (r2) at ([xshift=0em,yshift=2.5em]n3.north) {$\textrm{head}_2$};
\node [anchor=south,recnode,fill=ugreen!20] (r3) at ([xshift=3.5em,yshift=2.5em]n4.north) {$\textrm{head}_3$};

\node [anchor=south,cirnode] (n6) at ([xshift=0em,yshift=1em]r2.north) {$\mathbi{h}_{i}^{l+1}$};

\draw [->,very thick,orange!30] ([xshift=0em,yshift=0em]c1.north) -- ([xshift=0em,yshift=0em]r2.south);
\draw [->,very thick,ugreen!30] ([xshift=3em,yshift=0em]c2.north)..controls +(north:1.5em) and +(south:1.5em)..([xshift=0em,yshift=0em]r3.south);
\draw [->,very thick,red!30] ([xshift=-3em,yshift=0em]c3.north)..controls +(north:1.5em) and +(south:1.5em)..([xshift=0em,yshift=0em]r1.south);

\draw [->] ([xshift=0em,yshift=0em]r1.north) -- ([xshift=0em,yshift=0em]n6.south west);
\draw [->] ([xshift=0em,yshift=0em]r2.north) -- ([xshift=0em,yshift=0em]n6.south);
\draw [->] ([xshift=0em,yshift=0em]r3.north) -- ([xshift=0em,yshift=0em]n6.south east);

\end{scope}
\end{tikzpicture}