For many years, psychiatrists have tried to understand factors involved in response to medications or psychotherapies, in order to personalize their treatment choices. There is now a broad and growing interest in the idea that we can develop models to personalize treatment decisions using new statistical approaches from the field of machine learning and applying them to larger volumes of data. In this pursuit, there has been a paradigm shift away from experimental studies to confirm or refute specific hypotheses towards a focus on the overall explanatory power of a predictive model when tested on new, unseen datasets. In this paper, we review key studies using machine learning to predict treatment outcomes in psychiatry, ranging from medications and psychotherapies to digital interventions and neurobiological treatments. Next, we focus on some new sources of data that are being used for the development of predictive models based on machine learning, such as electronic health records, smartphone and social media data, and on the potential utility of data from genetics, electrophysiology, neuroimaging and cognitive testing. Finally, we discuss how far the field has come towards implementing prediction tools in real‐world clinical practice. Relatively few retrospective studies to‐date include appropriate external validation procedures, and there are even fewer prospective studies testing the clinical feasibility and effectiveness of predictive models. Applications of machine learning in psychiatry face some of the same ethical challenges posed by these techniques in other areas of medicine or computer science, which we discuss here. In short, machine learning is a nascent but important approach to improve the effectiveness of mental health care, and several prospective clinical studies suggest that it may be working already.

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This study was funded by grants from the Harvard University Center for African Studies, the Harvard College Research Program, and the Harvard University Weatherhead Center for International Affairs. The authors are grateful to the principals and school administrators of the five schools that we worked with in Kenya. In particular, we are grateful to Mr. Jarius Akweya for his support.