Space cooling in buildings is responsible for massive energy consumption and carbon emissions. Accurate cooling load prediction can facilitate the implementation of energy-efficiency cooling control strategies in practice. In this paper, an improved attention-based deep learning approach is proposed for robust ultra-short-term cooling load prediction. First, a novel time representation learning is introduced to extract the periodicity and non-periodicity of cooling loads efficiently. Then, long short-term memory with an attention mechanism extracts properly the time steps by identifying the relevant hidden states and learns high-level temporal dependency. The approach additionally incorporates extreme gradient boosting through the error reciprocal method, enhancing the elimination of prediction errors and improving robustness. The study takes Guangzhou as an example and generates cooling loads using diverse occupancy schedules of five building types based on the Chinese National Standard and Typical Meteorological Year data. The approach is evaluated on datasets comprising the cooling loads, meteorological data, and contextual information. Through results analysis, the approach outperforms other models in terms of prediction accuracy and robustness across all building types. Additionally, model interpretation is provided regarding feature importance and attention matrixes, which enhances the understanding and transparency of the final prediction from the proposed approach.