Identifying the possible factors of psychiatric symptoms among children can reduce the risk of adverse psychosocial outcomes in adulthood. We designed a classification tool to examine the association between modifiable risk factors and psychiatric symptoms, defined based on the Persian version of the WHO-GSHS questionnaire in a developing country. Ten thousand three hundred fifty students, aged 6-18 years from all Iran provinces, participated in this study. We used feature discretization and encoding, stability selection, and regularized group method of data handling (GMDH) to classify the a priori specific factors (e.g., demographic, sleeping-time, life satisfaction, and birth-weight) to psychiatric symptoms. Self-rated health was the most critical feature. The selected modifiable factors were eating breakfast, screentime, salty snack for depression symptom, physical activity, salty snack for worriedness symptom, (abdominal) obesity, sweetened beverage, and sleep-hour for mild-to-moderate emotional symptoms. The area under the ROC curve of the GMDH was 0.75 (CI 95% 0.73-0.76) for the analyzed psychiatric symptoms using threefold cross-validation. It significantly outperformed the state-of-the-art (adjusted p < 0.05; McNemar's test). In this study, the association of psychiatric risk factors and the importance of modifiable nutrition and lifestyle factors were emphasized. However, as a cross-sectional study, no causality can be inferred.