Underage drinking is widely recognized as a leading public health and social problem for adolescents in the United States. Being able to identify at-risk adolescents before they initiate heavy alcohol use could have important clinical and public health implications; however, few investigations have explored individual-level precursors of adolescent substance use. This prospective investigation used machine learning with demographic, neurocognitive, and neuroimaging data in substance-naive adolescents to identify predictors of alcohol use initiation by age 18.