Objectives: Patients in an ICU are particularly vulnerable to sepsis. It is therefore important to detect its onset as early as possible. This study focuses on the development and validation of a new signature-based regression model, augmented with a particular choice of the handcrafted features, to identify a patient’s risk of sepsis based on physiologic data streams. The model makes a positive or negative prediction of sepsis for every time interval since admission to the ICU. Design: The data were sourced from the PhysioNet/Computing in Cardiology Challenge 2019 on the “Early Prediction of Sepsis from Clinical Data.” It consisted of ICU patient data from three separate hospital systems. Algorithms were scored against a specially designed utility function that rewards early predictions in the most clinically relevant region around sepsis onset and penalizes late predictions and false positives. Setting: The work was completed as part of the PhysioNet 2019 Challenge alongside 104 other teams. Patients: PhysioNet sourced over 60,000 ICU patients with up to 40 clinical variables for each hour of a patient’s ICU stay. The Sepsis-3 criteria was used to define the onset of sepsis. Interventions: None. Measurements and Main Results: The algorithm yielded a utility function score which was the first placed entry in the official phase of the challenge.

Inadequate at-home management and self-awareness of heart failure (HF) exacerbations are known to be leading causes of the greater than 1 million estimated HF-related hospitalizations in the USA alone. Most current at-home HF management protocols include paper guidelines or exploratory health applications that lack rigor and validation at the level of the individual patient. We report on a novel triage methodology that uses machine learning predictions for real-time detection and assessment of exacerbations. Medical specialist opinions on statistically and clinically comprehensive, simulated patient cases were used to train and validate prediction algorithms. Model performance was assessed by comparison to physician panel consensus in a representative, out-of-sample validation set of 100 vignettes. Algorithm prediction accuracy and safety indicators surpassed all individual specialists in identifying consensus opinion on existence/severity of exacerbations and appropriate treatment response. The algorithms also scored the highest sensitivity, specificity, and PPV when assessing the need for emergency care. Lay summary Here we develop a machine-learning approach for providing real-time decision support to adults diagnosed with congestive heart failure. The algorithm achieves higher exacerbation and triage classification performance than any individual physician when compared to physician consensus opinion. Graphical abstract

This article provides a concise overview of some of the recent advances in the application of rough path theory to machine learning. Controlled differential equations (CDEs) are discussed as the key mathematical model to describe the interaction of a stream with a physical control system. A collection of iterated integrals known as the signature naturally arises in the description of the response produced by such interactions. The signature comes equipped with a variety of powerful properties rendering it an ideal feature map for streamed data. We summarise recent advances in the symbiosis between deep learning and CDEs, studying the link with RNNs and culminating with the Neural CDE model. We concluded with a discussion on signature kernel methods.

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