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Heart rate is a good measure for physical exercise as it accurately reflects exercise intensity and is easy to measure. If the heart rate response to a complete exercise session is predicted beforehand, information related to the exercise can be inferred, such as exercise intensity and calorie consumption. While most current heart rate prediction models are developed and tested for the scenarios of indoor running exercise or low running speed exercise, we adopt a nonlinear Ordinary Differential Equation (ODE) model for complete outdoor running exercise sessions to predict the heart rate response and identify the parameters of the model with machine learning algorithms. The proposed model enables us to predict a complete outdoor running exercise session instead of predicting the heart rate for a short duration. Model validation is carried out both on the training and testing sets. Our results show that the proposed model captures very stable prediction performance.