Acute kidney failure is a dangerous complication for ICU patients, and it is difficult to identify at early stage with conventional medical analysis. In recent years, machine learning approaches have been applied to tackle medical diagnosis tasks with great performance. In this work, we deploy machine learning models for early detection of acute kidney failure that can handle static, temporal, sparse and dense data of ICU patients. We investigate different pre-processing methods for patient data to achieve higher prediction performance and how they influence the contribution of different physiological signals in the prediction process.