Conditional Neural ODE Processes for Individual Disease Progression Forecasting: A Case Study on COVID-19.

Time series forecasting, as one of the fundamental machine learning areas, has attracted tremendous attentions over recent years. The solutions have evolved from statistical machine learning (ML) methods to deep learning techniques. One emerging sub-field of time series forecasting is individual disease progression forecasting, e.g., predicting individuals' disease development over a few days (e.g., deteriorating trends, recovery speed) based on few past observations. Despite the promises in the existing ML techniques, a variety of unique challenges emerge for disease progression forecasting, such as irregularly-sampled time series, data sparsity, and individual heterogeneity in disease progression. To tackle these challenges, we propose novel Conditional Neural Ordinary Differential Equations Processes (CNDPs), and validate it in a COVID-19 disease progression forecasting task using audio data. CNDPs allow for irregularly-sampled time series modelling, enable accurate forecasting with sparse past observations, and achieve individual-level progression forecasting. CNDPs show strong performance with an Unweighted Average Recall (UAR) of 78.1%, outperforming a variety of commonly used Recurrent Neural Networks based models. With the proposed label-enhancing mechanism (i.e., including the initial health status as input) and the customised individual-level loss, CNDPs further boost the performance reaching a UAR of 93.6%. Additional analysis also reveals the model's capability in tracking individual-specific recovery trend, implying the potential usage of the model for remote disease progression monitoring. In general, CNDPs pave new pathways for time series forecasting, and provide considerable advantages for disease progression monitoring.