Biosignals collected from wearable devices are widely utilized in healthcare applications. Machine learning models used in these applications often rely on features extracted from biosignals due to their effectiveness, lower data dimensionality, and wide compatibility across various model architectures. However, existing feature extraction methods often lack task-specific contextual knowledge, struggle to identify optimal features in high-dimensional combinatorial feature space, and are prone to automated code generation and execution errors. In this paper, we propose DeepFeature, the first LLM-empowered, context-aware feature generation framework for wearable biosignals. DeepFeature introduces a multi-source feature generation mechanism that integrates the inherent ability of LLMs, expert knowledge and inter-feature interactions. It also employs an iterative feature refinement process that uses feature assessment-based feedback for feature re-selection. Additionally, DeepFeature utilizes a robust multi-layer filtering and verification approach for feature description-to-code translation to ensure that the feature extraction functions run without crashing. Experimental evaluation results show that DeepFeature achieves the highest average AUROC across eight tasks under both sample-level and subject-level settings, outperforming the best baselines by 4.60% and 4.61%, respectively. DeepFeature achieves the most pronounced gains on the PPG-BP tasks, while remaining competitive with the best-performing baselines on Epilepsy, WESAD, and our self-collected SEN dataset.

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