Artificial intelligence and machine learning techniques have proved fertile methods for attacking difficult problems in medicine and public health. These techniques have garnered strong interest for the analysis of the large, multi-domain open science datasets that are increasingly available in health research. Discovery science in large datasets is challenging given the unconstrained nature of the learning environment where there may be a large number of potential predictors and appropriate ranges for model hyperparameters are unknown. As well, it is likely that explainability is at a premium in order to engage in future hypothesis generation or analysis. Here, we present a novel method that addresses these challenges by exploiting evolutionary algorithms to optimize machine learning discovery science while exploring a large solution space and minimizing bias. We demonstrate that our approach, called integrated evolutionary learning (IEL), provides an automated, adaptive method for jointly learning features and hyperparameters while furnishing explainable models where the original features used to make predictions may be obtained even with artificial neural networks. In IEL the machine learning algorithm of choice is nested inside an evolutionary algorithm which selects features and hyperparameters over generations on the basis of an information function to converge on an optimal solution. We apply IEL to three gold standard machine learning algorithms in challenging, heterogenous biobehavioral data: deep learning with artificial neural networks, decision tree-based techniques and baseline linear models. Using our novel IEL approach, artificial neural networks achieved ≥ 95% accuracy, sensitivity and specificity and 45–73% R2 in classification and substantial gains over default settings. IEL may be applied to a wide range of less- or unconstrained discovery science problems where the practitioner wishes to jointly learn features and hyperparameters in an adaptive, principled manner within the same algorithmic process. This approach offers significant flexibility, enlarges the solution space and mitigates bias that may arise from manual or semi-manual hyperparameter tuning and feature selection and presents the opportunity to select the inner machine learning algorithm based on the results of optimized learning for the problem at hand.