The forecasting of high-dimensional, spatiotemporal nonlinear systems has made tremendous progress with the advent of model-free machine learning techniques. However, in real systems it is not always possible to have all the information needed; only partial information is available for learning and forecasting. This can be due to insufficient temporal or spatial samplings, to inaccessible variables, or to noisy training data. Here, we show that it is nevertheless possible to forecast extreme event occurrences in incomplete experimental recordings from a spatiotemporally chaotic microcavity laser using reservoir computing. Selecting regions of maximum transfer entropy, we show that it is possible to get higher forecasting accuracy using nonlocal data vs local data, thus allowing greater warning times of at least twice the time horizon predicted from the nonlinear local Lyapunov exponent.