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We present a machine learning approach that uses data from smartphones and fitness trackers of 138 college students to identify students that experienced depressive symptoms at the end of the semester and students whose depressive symptoms worsened over the semester. Our novel approach is a feature extraction tech- nique that allows us to select meaningful features indicative of depressive symptoms from longitudinal data. It allows us to detect the presence of post-semester depressive symptoms with an accuracy of 85.7% and change in symptom severity with an accuracy of 85.4%. It also predicts these outcomes with an accuracy of >80%, 11–15 weeks before the end of the semester, allowing ample time for pre-emptive interventions. Our work has significant implications for the detection of health outcomes using longitudinal behavioral data and limited ground truth. By detecting change and predicting symptoms several weeks before their onset, our work also has implications for preventing depression.