How to create a new Attribute and set its value in a component?

I am using rasa_nlu(version 0.14.3). I am using a custom pipeline. It consists of a custom component named preprocessing. I need to create a new Attribute(apart from intent and entities) named “phrases”. I am setting this value in my component code as message.phrases=‘my new phrase’. I am still not getting the attribute “phrases” in my final output. I checked the rasa nlu component document. But I didn’t find any information related to it. Any help will be highly appreciated.

Here is my config.yml-

language: en
- name: "preprocessing.Preprocessing"
- name: "intent_featurizer_count_vectors"           
- name: "intent_classifier_tensorflow_embedding"
  intent_tokenization_flag: true
  intent_split_symbol: "+"

My code is as below-

from rasa_nlu.components import Component

class Preprocessing(Component):
    """A Custom Pre-Processing Step to clean the Text"""

    name = "preprocessing"
    provides = ['phrases']
    requires = []
    defaults = {}
    language_list = ["en"]

    def __init__(self, component_config=None):
        super(Preprocessing, self).__init__(component_config)

    def process(self, message, **kwargs):
        """Clean up User comments data. The imoticons, hinglish words other shortcuts need to be cleaned"""
        print("Processing the custom component....")
        #Some custom logic here.....

        #Trying to set a custom attribute named phrases to be responded in later pipeline components and in the final output
        message.phrases = 'new phrase'