The biomedical community is producing increasingly high dimensional datasets, integrated from hundreds of patient samples, which current computational techniques struggle to explore. To uncover biological meaning from these complex datasets, we present an approach called Multiscale PHATE, which learns abstracted biological features from data that can be directly predictive of disease. Built on a continuous coarse graining process called diffusion condensation, Multiscale PHATE creates a tree of data granularities that can be cut at coarse levels for high level summarizations of data, as well as at fine levels for detailed representations on subsets. We apply Multiscale PHATE to study the immune response to COVID-19 in 54 million cells from 168 hospitalized patients. Through our analysis of patient samples, we identify CD16hi CD66blo neutrophil and IFNγ+GranzymeB+ Th17 cell responses enriched in patients who die. Further, we show that population groupings Multiscale PHATE discovers can be directly fed into a classifier to predict disease outcome. We also use Multiscale PHATE-derived features to construct two different manifolds of patients, one from abstracted flow cytometry features and another directly on patient clinical features, both associating immune subsets and clinical markers with outcome.Competing Interest StatementThe authors have declared no competing interest.