This paper presents a novel method for hierarchical analysis of machine learning algorithms to improve predictions of at risk patients, thus further enabling prompt therapy. Specifically, we develop a multi-layer machine learning approach to analyze continuous, high-frequency data. We illustrate the capabilities of this approach for early identification of patients at risk of sepsis, a potentially life-threatening complication of an infection, using high-frequency (minute-by-minute) physiological data collected from bedside monitors. In our analysis of a cohort of 586 patients, the model obtained from analyzing the output of a previously developed sepsis prediction model resulted in improved outcomes. Specifically, the original model failed to predict 11.76 ± 4.26% of sepsis patients earlier than Systemic Inflammatory Response Syndrome (SIRS) criteria, commonly used to identify patients at risk for rapid physiological deterioration resulting from sepsis. In contrast, the multi-layer model only failed to predict 3.21 ± 3.11% of sepsis patients earlier than SIRS. In addition, sepsis patients were predicted on average 204.87 ± 7.90 minutes earlier than SIRS criteria using the multi-layer model, which can potentially help reduce mortality and morbidity if implemented in the ICU.