arXiv:2606.17973v2 Announce Type: replace Abstract: Depression is a leading cause of disability worldwide, yet validated questionnaires such as the Patient Health Questionnaire-9 (PHQ-9) often go uncompleted, yielding sparse, biased data. Users of AI mental health applications often describe their mood, sleep and functioning unprompted, producing a continuous record of symptoms. Here, we predict PHQ-9 scores from these conversations alone. As in many clinical language tasks, labels are scarce and imbalanced. We address both by fine-tuning Qwen 3.5 27B with a regression head and augmenting 3,111 ground-truth labels with pseudo-labels from a frontier reasoning model and iteratively trained intermediate models, expanding to 5,524 users with more balanced scores. On 422 held-out users, the model achieved MAE $= 3.98$, Pearson $r = 0.67$, and AUC $= 0.88$ at the clinical threshold (PHQ-9 $\geq 10$); AUC was $> 0.80$ across severity thresholds from PHQ-9 $\geq 3$ to PHQ-9 $\geq 24$, demonstrating that the model captures depression severity across the full clinical spectrum. These results support passive depression monitoring without self-report.