Changing validation on embedded Keap web form


Does anyone know of any documentation or code to change the validation when embedding a Keap form on a website?

I copy and paste the code from Keap into my website, styling it to match via css. It looks great but when someone does not fill out a required field they get taken to that ugly grey keap off-page validation.

I would like to show some kind of normal form validation like most sites have where they get a notice (on-page) that they did not fill out the required fields and text showing underneath the required field saying something like “You must enter your email”. Anything would be better than taking the user off page to the standard Keap validation page.