In the Alzheimer’s disease (AD) continuum, the prodromal state of mild cognitive impairment (MCI) precedes AD dementia and identifying MCI individuals at risk of progression is important for clinical management. Our goal was to develop generalizable multivariate models that integrate high-dimensional data (multimodal neuroimaging and cerebrospinal fluid biomarkers, genetic factors, and measures of cognitive resilience) for identification of MCI individuals who progress to AD within 3 years. Our main findings were i) we were able to build generalizable models with clinically relevant accuracy (~93%) for identifying MCI individuals who progress to AD within 3 years; ii) markers of AD pathophysiology (amyloid, tau, neuronal injury) accounted for large shares of the variance in predicting progression; iii) our methodology allowed us to discover that expression of CR1 (complement receptor 1), an AD susceptibility gene involved in immune pathways, uniquely added independent predictive value. This work highlights the value of optimized machine learning approaches for analyzing multimodal patient information for making predictive assessments. © 2019, The Author(s).