Ecological Momentary Assessment (EMA) studies provide real-time data on suicidal thoughts and behaviors, but forecasting suicide attempts remains challenging: attempts are rare, and the pathways patients take to them are heterogeneous. Here, we investigate a cohort of patients from an EMA study with recorded suicide-related events. We show that a single model fit to all patients forecasts poorly, while idiographic (per-patient) models show improvement but overfit for those with little data. Based on this result, one may hypothesize that patients should be partitioned into subgroups---this way, similar patients' data can be pooled together to improve forecasts. However, we show that grouping patients at random already improves forecasts, with performance increasing monotonically with the number of groups. Moreover, we show that grouping patients by demographics yields worse forecasts than random groupings. From these results, we hypothesize that patient similarity is continuous, rather than discrete, and must be inferred from the data. This motivated us to use Latent Variable Multiple Output Gaussian Processes (LVMOGPs), adapted to our data. Preliminary results show that, even without careful kernel design, LVMOGPs already match the strongest baseline models on most metrics, and their latent spaces yield a similarity between patients that we can inspect directly. Because the cohort is conditioned on the outcome and the splits are not temporal, we read these results as evidence that idiographic structure exists and can be recovered, not as deployable forecasting performance---an area for future work.

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