The launch of the 5th version of the Diagnostic and Statistical Manual of Mental Disorders (DSM-5) has sparked a debate about the current approach to psychiatric classification. The most basic and enduring problem of the DSM is that its classifications are heterogeneous clinical descriptions rather than valid diagnoses, which hampers scientific progress. Therefore, more homogeneous evidence-based diagnostic entities should be developed. To this end, data-driven techniques, such as latent class- and factor analyses, have already been widely applied. However, these techniques are insufficient to account for all relevant levels of heterogeneity, among real-life individuals. There is heterogeneity across persons (p:for example, subgroups), across symptoms (s:for example, symptom dimensions) and over time (t:for example, course-trajectories) and these cannot be regarded separately. Psychiatry should upgrade to techniques that can analyze multi-mode (p-by-s-by-t) data and can incorporate all of these levels at the same time to identify optimal homogeneous subgroups (for example, groups with similar profiles/connectivity of symptomatology and similar course). For these purposes, Multimode Principal Component Analysis and (Mixture)-Graphical Modeling may be promising techniques.