1. A thermostat comprising: a communication port configured to interface with a climate-control system of a building; and a controller configured to establish, via the communication port, at least one control setpoint of the climate-control system, the control setpoint associated with controlling at least one of temperature, humidity, and ventilation of a controlled space in the building, the controller further configured to, in response to receiving biofeedback data from a sensor associated with an occupant in the controlled space, determine an activity state of the occupant based on at least the biofeedback data; wherein determining the activity state includes: (i) determining that the occupant is sleeping and in response, setting the control setpoint to a first setting; (ii) determining that the occupant is exercising and in response, setting the control setpoint to a second setting; and (iii) determining that the controlled space is unoccupied and in response, setting the control setpoint to a third setting; wherein the biofeedback data comprises at least one of a breathing rate, or a body temperature of the occupant; the controller further configured to, during a learning period for at least a selected activity state included in the activity states: (i) vary the control setpoint to a plurality of different energy usage states according to a set of pre-determined routines that define a plurality of operational states of the climate-control system to be established during the selected activity state, (ii) monitor physiological responses or activities of the occupant for each of the different energy usage states during the selected activity state to identify a discomfort threshold of the occupant in the selected activity state, wherein the discomfort threshold is identified from the biofeedback data received from the sensor during the learning period, and (iii) reset the control setpoint to a setting specific to the selected activity state based on an energy usage state corresponding to the discomfort threshold of the occupant identified during the selected activity state; wherein after resetting the control setpoint, the controller being configured to control the climate-control system to operate based on at least the reset control setpoint to change at least one of the temperature, the humidity, or the ventilation of the controlled space when the occupant subsequently engages in the selected activity state after the learning period.