This paper presents and compares alternative transfer learning methods that can increase the power of conditional testing via knockoffs by leveraging prior information in external data sets collected from different populations or measuring relatedoutcomes. The relevance of this methodology is explored in particular within the context of genome-wide association studies, where it can be helpful to address the pressing need for principled ways to suitably account for, and efficiently learn from the genetic variation associated to diverse ancestries. Finally, we apply these methods to analyze several phenotypes in the UK Biobank data set, demonstrating that transfer learning helps knockoffs discover more associations in the data collected from minority populations, potentially opening the way to the development of more accurate polygenic risk scores.
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