Explainable Gated Recurrent Unit to explore the effect of co-exposure to multiple air pollutants and meteorological conditions on mental health outcomes

•The effect of multiple air pollutants on six mental health outcomes were analyzed.•Explainable Gated Recurrent Unit was created to study the complex health effect.•Gate Recurrent Unit performed excellent in capturing the illness track of patients.•The size, prevalence and direction of feature effect was fully revealed by SHAP.•Interaction effects of air pollutants and meteorological factors were quantified.