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The COVID-19 pandemic prompted governments worldwide to implement a range of containment measures, including mass gathering restrictions, social distancing, and school closures. Despite these efforts, vaccines continue to be the safest and most effective means of combating such viruses. Yet, vaccine hesitancy persists, posing a significant public health concern, particularly with the emergence of new COVID-19 variants. To effectively address this issue, timely data is crucial for understanding the various factors contributing to vaccine hesitancy. While previous research has largely relied on traditional surveys for this information, recent sources of data, such as social media, have gained attention. However, the potential of social media data as a reliable proxy for information on population hesitancy, especially when compared with survey data, remains underexplored. This paper aims to bridge this gap. Our approach uses social, demographic, and economic data to predict vaccine hesitancy levels in the ten most populous US metropolitan areas. We employ machine learning algorithms to compare a set of baseline models that contain only these variables with models that incorporate survey data and social media data separately. Our results show that XGBoost algorithm consistently outperforms Random Forest and Linear Regression, with marginal differences between Random Forest and XGBoost. This was especially the case with models that incorporate survey or social media data, thus highlighting the promise of the latter data as a complementary information source. Results also reveal variations in influential variables across the five hesitancy classes, such as age, ethnicity, occupation, and political inclination. Further, the application of models to different MSAs yields mixed results, emphasizing the uniqueness of communities and the need for complementary data approaches. In summary, this study underscores social media data's potential for understanding vaccine hesitancy, emphasizes the importance of tailoring interventions to specific communities, and suggests the value of combining different data sources. [ABSTRACT FROM AUTHOR]