Inflammatory markers as predictors of depression and anxiety in adolescents: Statistical model building with component-wise gradient boosting.

•TGF-alpha is a potential novel biomarker in the development of adolesdent depression.•Machine learning provided optimized modeling of adolescent depression and anxiety.•Female sex, growth-related oncogene (GRO), and transforming growth factor alpha (TGF-alpha) predicted adolescent depression.•Female sex predicted adolescent anxiety.