Connect to iPhone or iPad and use GarageBand, Panda, or any other app that uses MIDI. You can also charge your device and use audio output at the same time. See this tutorial
for more ideas.
You can charge your phone, use any USB MIDI controller and have quality audio over a 3.5mm jack connection.
We know how hard it is to find one that actually works - most options on Amazon have crackly sound or disconnect. This one you can rely on for your music improvisation needs.