Continuous time recurrent neural networks: Overview and benchmarking at forecasting blood glucose in the intensive care unit

Objective: Blood glucose measurements in the intensive care unit (ICU) are typically made at irregular intervals. This presents a challenge in choice of forecasting model. This article gives an overview of continuous time autoregressive recurrent neural networks (CTRNNs) and evaluates how they compare to autoregressive gradient boosted trees (GBT) in forecasting blood glucose in the ICU. Methods: Continuous time autoregressive recurrent neural networks (CTRNNs) are a deep learning model that account for irregular observations through incorporating continuous evolution of the hidden states between observations. This is achieved using a neural ordinary differential equation (ODE) or neural flow layer. In this manuscript, we give an overview of these models, including the varying architectures that have been proposed to account for issues such as ongoing medical interventions. Further, we demonstrate the application of these models to probabilistic forecasting of blood glucose in a critical care setting using electronic medical record and simulated data and compare with GBT and linear models. Results: The experiments confirm that addition of a neural ODE or neural flow layer generally improves the performance of autoregressive recurrent neural networks in the irregular measurement setting. However, several CTRNN architecture are outperformed by a GBT model (Catboost), with only a long short-term memory (LSTM) and neural ODE based architecture (ODE-LSTM) achieving comparable performance on probabilistic forecasting metrics such as the continuous ranked probability score (ODE-LSTM: 0.118 +/- 0.001; Catboost: 0.118 +/- 0.001), ignorance score (0.152 +/- 0.008; 0.149 +/- 0.002) and interval score (175 +/- 1; 176 +/- 1). Conclusion: The application of deep learning methods for forecasting in situations with irregularly measured time series such as blood glucose shows promise. However, appropriate benchmarking by methods such as GBT approaches (plus feature transformation) are key in highlighting whether novel methodologies are truly state of the art in tabular data settings.