The affective state of a person can be measured using arousal and valence values. In this article, we contribute to the prediction of arousal and valence values from various data sources. Our goal is to later use such predictive models to adaptively adjust virtual reality (VR) environments and help facilitate cognitive remediation exercises for users with mental health disorders, such as schizophrenia, while avoiding discouragement. Building on our previous work on physiological, electrodermal activity (EDA) and electrocardiogram (ECG) recordings, we propose improving preprocessing and adding novel feature selection and decision fusion processes. We use video recordings as an additional data source for predicting affective states. We implement an innovative solution based on a combination of machine learning models alongside a series of preprocessing steps. We test our approach on RECOLA, a publicly available dataset. The best results are obtained with a concordance correlation coefficient (CCC) of 0.996 for arousal and 0.998 for valence using physiological data. Related work in the literature reported lower CCCs on the same data modality; thus, our approach outperforms the state-of-the-art approaches for RECOLA. Our study underscores the potential of using advanced machine learning techniques with diverse data sources to enhance the personalization of VR environments.