Automatic pain localization, which involves identifying the anatomical origin of pain from peripheral physiological signals without patient self-report, is a clinically critical but largely unaddressed problem, particularly for non-verbal patients. This paper presents a systematic comparison of classical feature engineering and deep sequence learning for subject-independent three-class pain localization using the AI4Pain 2026 Challenge dataset, which comprises four synchronously recorded wearable modalities: electrodermal activity, blood volume pulse, respiration, and peripheral oxygen saturation recorded from 65 participants under controlled TENS-induced pain. A 115-dimensional hand-crafted feature set spanning time-domain, frequency-domain, modality-specific, and cross-modal descriptors is benchmarked against end-to-end deep architectures. Extremely Randomized Trees achieves the highest macro-F1 of 0.539, outperforming the best deep model by 7.4 percentage points, with EDA spectral features emerging as the dominant discriminators. A consistent 26-point gap between pain detection (F1\,=\,0.815) and localization (F1\,=\,0.552) across all models points to a fundamental ceiling imposed by the anatomical diffuseness of peripheral autonomic pathways at 10-second resolution.

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