[Step 0] apply LDpred2 to each of the K training populations (ancestry groups) to obtain estimated causal SNP proportions and heritability parameters based on the tuning set, these parameters will be used to specify the prior distributions and tuning parameter settings for ME-Bayes. [Step 1] ME-Bayes: jointly model across all training populations to obtain a total of PRS models under different tuning parameter settings for (functions of ) and across training populations. [Step 2] for the target population, apply the super learning (SL) algorithm with 3 base learners (elastic net regression, ridge regression, and linear regression) to train an “optimal” linear combination of the PRS models, which we call the ME-Bayes SL PRS model, based on the tuning set of the target population. The prediction performance of the final ME-Bayes SL PRS model should be evaluated on an independent testing set.