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Abstract We develop an Imbalanced Regression Artificial Neural Network model for the Auroral electrojet index (IRANNA) to predict the SuperMAG SML index, addressing the heavily imbalanced distribution of the SML data set. The data set contains mostly quiet‐time values of lesser importance and very few strong‐to‐extreme values of interest, such as those associated with super substorms. Traditional prediction models, which minimize mean squared error uniformly across the whole data set, are often skewed by this imbalance, prioritizing the lower, quiet‐time values and consequently underestimating strong geomagnetic events. The IRANNA model addresses this issue by using a customized weighting scheme in the loss function, enabling it to predict strong‐to‐extreme events accurately for the first time. The model takes solar wind parameters as inputs and predicts the logarithm of the absolute SML values. It does not rely on past values of the SML index, differentiating it from other models that use historical data for prediction. The model has demonstrated its ability to predict the peak amplitudes of strong‐to‐extreme events across various statistical analyses, event studies, and virtual experiments. Despite this success, challenges remain, particularly during localized electrojet events and when upstream solar wind data propagation is unreliable. This study emphasizes the importance of using imbalanced regression techniques, especially in space physics, where data sets are inherently skewed. It also highlights the potential of the IRANNA model to provide valuable insights into the magnetosphere's response to solar wind driving, improving space weather forecasting and offering new tools for investigating magnetospheric dynamics.