Uncertainty-Gated Stochastic Sequential Model for EHR Mortality Prediction

Abstract

Electronic health records (EHRs) are characterized as nonstationary, heterogeneous, noisy, and sparse data; therefore, it is challenging to learn the regularities or patterns inherent within them. In particular, sparseness caused mostly by many missing values has attracted the attention of researchers who have attempted to find a better use of all available samples for determining the solution of a primary target task through defining a secondary imputation problem. Methodologically, existing methods, either deterministic or stochastic, have applied different assumptions to impute missing values. However, once the missing values are imputed, most existing methods do not consider the fidelity or confidence of the imputed values in the modeling of downstream tasks. Undoubtedly, an erroneous or improper imputation of missing variables can cause difficulties in the modeling as well as a degraded performance. In this study, we present a novel variational recurrent network that: 1) estimates the distribution of missing variables (e.g., the mean and variance) allowing to represent uncertainty in the imputed values; 2) updates hidden states by explicitly applying fidelity based on a variance of the imputed values during a recurrence (i.e., uncertainty propagation over time); and 3) predicts the possibility of in-hospital mortality. It is noteworthy that our model can conduct these procedures in a single stream and learn all network parameters jointly in an end-to-end manner. We validated the effectiveness of our method using the public data sets of MIMIC-III and PhysioNet challenge 2012 by comparing with and outperforming other state-of-the-art methods for mortality prediction considered in our experiments. In addition, we identified the behavior of the model that well represented the uncertainties for the imputed estimates, which showed a high correlation between the uncertainties and mean absolute error (MAE) scores for imputation. IEEE