Depression is one of the most common mental health disorders, affecting approximately 280 million people worldwide. This condition is defined as emotional dysregulation resulting in persistent feelings of sadness, loss of interest and inability to experience pleasure. Early detection can facilitate timely intervention in the form of psychological therapy and/or medication. With the widespread public adoption of wearable devices such as smartwatches and fitness trackers, it is becoming increasingly possible to gain insights relating the mental states of individuals in an unobtrusive manner within free-living conditions. This work presents a machine learning (ML) approach that utilizes retrospectively collected data-derived consumer-grade wearables for passive detection of depression severity. The experiments conducted in this work reveal that multimodal analysis of physiological signals in terms of their discrete wavelet transform (DWT) features exhibit considerably better performance than unimodal scenarios. Additionally, we conduct experiments to view the impact of severity on emotional valence-arousal detection. We believe that our work has implications towards guiding development in the domain of multimodal wearable-based screening of mental health disorders and necessitates appropriate treatment interventions.

Anxiety disorders represent a significant global health challenge, yet a substantial treatment gap persists, motivating the development of scalable digital health solutions. This study investigates the potential of integrating passive physiological data from consumer wearable devices with subjective self-reported surveys to predict state–trait anxiety. Leveraging the multi-modal, longitudinal LifeSnaps dataset, which captured “in the wild” data from 71 participants over four months, this research develops and evaluates a machine learning framework for this purpose. The methodology meticulously details a reproducible data curation pipeline, including participant-specific time zone harmonization, validated survey scoring, and comprehensive feature engineering from Fitbit Sense physiological data. A suite of machine learning models was trained to classify the presence of anxiety, defined by the State–Trait Anxiety Inventory (S-STAI). The CatBoost ensemble model achieved an accuracy of 77.6%, with high sensitivity (92.9%) but more modest specificity (48.9%). The positive predictive value (77.3%) and negative predictive value (78.6%) indicate balanced predictive utility across classes. The model obtained an F1-score of 84.3%, a Matthews correlation coefficient of 0.483, and an AUC of 0.709, suggesting good detection of anxious cases but more limited ability to correctly identify non-anxious cases. Post hoc explainability approaches (local and global) reveal that key predictors of state anxiety include measures of cardio-respiratory fitness (VO₂Max), calorie expenditure, duration of light activity, resting heart rate, thermal regulation and age. While additional sensitivity analysis and conformal prediction methods reveal that the size of the datasets contributes to overfitting, the features and the proposed approach is generally conducive for reasonable anxiety prediction. These findings underscore the use of machine learning and ubiquitous sensing modalities for a more holistic and accurate digital phenotyping of state anxiety.