Background/Objectives: COVID-19 and its variants continue to pose significant threats to public health, with considerable uncertainty surrounding their impact. As of September 2024, the total number of deaths reached 8.8 million worldwide. Vaccination remains the most effective strategy for preventing COVID-19. However, vaccination rates in the Deep South, U.S., are notably lower than the national average due to various factors. Methods: To address this challenge, we developed the Embedding-based Spatial Information Gain (EMSIG) method, an innovative tool using machine learning techniques for subgroup modeling. EMSIG helps identify subgroups where participants share similar perceptions but exhibit high variance in COVID-19 vaccine doses. It introduces spatial information gain (SIG) to screen regions of interest (ROI) subgroups and reveals their specific concerns. Results: We analyzed survey data from 1020 participants in Alabama. EMSIG identified 16 factors encompassing COVID-19 hesitancy and trust in medical doctors, pharmacists, and public health authorities and revealed four distinct ROI subgroups. The five factors, including COVID-19 perceived detriment, fear, skepticism, side effects related to COVID-19, and communication with pharmacists, were commonly shared across at least three subgroups. A subgroup primarily composed of Democrats with a high flu-shot rate expressed concerns about pharmacist communication, government fairness, and responsibility. Another subgroup, characterized by older, white Republicans with a relatively low flu-shot rate, expressed concerns about doctor trust and the intelligence of public health authorities. Conclusions: EMSIG enhances our understanding of specific concerns across different demographics, characterizes these demographics, and informs targeted interventions to increase vaccination uptake and ensure equitable prevention strategies.