numpy.dstack

a = np.array([[1,2], [3,4]])                                                                                       
  b = np.array([[5,6], [7,8]])                                                                                       
 np.dstack((a, b))  # (2,2) + (2,2) → (2,2,2)
  # [[[1,5], [2,6]],                                                                                                 
  #  [[3,7], [4,8]]]