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Objective: We explored whether use of deep learning to model temporal relations among events in electronic health records (EHRs) would improve model performance in predicting initial diagnosis of heart failure (HF) compared to conventional methods that ignore temporality.Materials and Methods: Data were from a health system’s EHR on 3884 incident HF cases and 28 903 controls, identified as primary care patients, between May 16, 2000, and May 23, 2013. Recurrent neural network (RNN) models using gated recurrent units (GRUs) were adapted to detect relations among time-stamped events (eg, disease diagnosis, medication orders, procedure orders, etc.) with a 12- to 18-month observation window of cases and controls. Model performance metrics were compared to regularized logistic regression, neural network, support vector machine, and K-nearest neighbor classifier approaches.Results: Using a 12-month observation window, the area under the curve (AUC) for the RNN model was 0.777, compared to AUCs for logistic regression (0.747), multilayer perceptron (MLP) with 1 hidden layer (0.765), support vector machine (SVM) (0.743), and K-nearest neighbor (KNN) (0.730). When using an 18-month observation window, the AUC for the RNN model increased to 0.883 and was significantly higher than the 0.834 AUC for the best of the baseline methods (MLP).Conclusion: Deep learning models adapted to leverage temporal relations appear to improve performance of models for detection of incident heart failure with a short observation window of 12–18 months.