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Passive detection of risk factors (that may influence unhealthy or adverse behaviors) via wearable and mobile sensors has created new opportunities to improve the effectiveness of behavioral interventions. A key goal is to find opportune moments for intervention by passively detecting rising risk of an imminent adverse behavior. But, it has been difficult due to substantial noise in the data collected by sensors in the natural environment and a lack of reliable label assignment of low- and high-risk states to the continuous stream of sensor data. In this paper, we propose an event-based encoding of sensor data to reduce the effect of noises and then present an approach to efficiently model the historical influence of recent and past sensor-derived contexts on the likelihood of an adverse behavior. Next, to circumvent the lack of any confirmed negative labels (i.e., time periods with no high-risk moment), and only a few positive labels (i.e., detected adverse behavior), we propose a new loss function. We use 1,012 days of sensor and self-report data collected from 92 participants in a smoking cessation field study to train deep learning models to produce a continuous risk estimate for the likelihood of an impending smoking lapse. The risk dynamics produced by the model show that risk peaks an average of 44 minutes before a lapse. Simulations on field study data show that using our model can create intervention opportunities for 85% of lapses with 5.5 interventions per day.