Neural multi-class classification approach to blood glucose level forecasting with prediction uncertainty visualisation

A machine learning-based method for blood glucose level prediction thirty and sixty minutes in advance based on highly multiclass classification (as opposed to the more traditional regression approach) is proposed. An advantage of this approach is the possibility of modelling and visualising the uncertainty of a prediction across the entire range of blood glucose levels without parametric assumptions such as normality. To demonstrate the approach, a long-short term memory-based neural network classifier is used in conjunction with a blood glucose-specific data preprocessing technique (risk domain transform) to train a set of models and generate predictions for the 2018 and 2020 Blood Glucose Level Prediction Competition datasets. Numeric accuracy results are reported along with examples of the uncertainty visualisation possible using this technique