Cognitive dysfunction underlies common mental health behavioral symptoms including depression, anxiety, inattention, and hyperactivity. In this study of 97 healthy adults, we aimed to classify healthy vs. mild-to-moderate self-reported symptoms of each disorder using cognitive neural markers measured with an electroencephalography (EEG). We analyzed source-reconstructed EEG data for event-related spectral perturbations in the theta, alpha, and beta frequency bands in five tasks, a selective attention and response inhibition task, a visuospatial working memory task, a Flanker interference processing task, and an emotion interference task. From the cortical source activation features, we derived augmented features involving co-activations between any two sources. Logistic regression on the augmented feature set, but not the original feature set, predicted the presence of psychiatric symptoms, particularly for anxiety and inattention with >80% sensitivity and specificity. We also computed current flow closeness and betweenness centralities to identify the “hub” source signal predictors. We found that the Flanker interference processing task was the most useful for assessing the connectivity hubs in general, followed by the inhibitory control go-nogo paradigm. Overall, these interpretable machine learning analyses suggest that EEG biomarkers collected on a rapid suite of cognitive assessments may have utility in classifying diverse self-reported mental health symptoms.