From the information that you have added in the comments I understand (and correct me if I am wrong) that you have N patients, each with K samples - each sample consists of certain features and an intermediate result. You also have a way of taking these K intermediate results and combining them to one final result which is what you are actually interested in. I am also assuming each of the intermediate results are not interchangeable.
Lets say for example that you have a certain disease and you take K blood samples from each patient. each blood sample is tested for a different component and from the results you can ascertain whether they are infected or not. In this example the K tests are not interchangeable as each tests for a different component.
This setup can lead to two common pipelines:
- End-to-End pipeline
- Two-staged pipeline
In the end-to-end pipeline you embed all the features together. In your case you have K arrays of 4 numbers so your input for the neural net would be a 4*K array. You should make sure to always keep the order of concatenation (If your intermediate results are interchangeable then this isn't necessary) and your prediction would simply be the final prediction you are really interested in.
In the two-staged pipeline you will train K different neural networks, each will get a single array of 4 numbers and output the intermediate result. Next you will need to combine those results for the prediction you are looking for.
Two remarks about the two-staged solution:
- If the K arrays are interchangeable then this approach is meaningless
- If needed you can take this approach a step further and use the K intermediate predictions as the input for another network that uses these intermediate results to get the final prediction.