Cancer is the second leading cause of death in the world. Diagnosing cancer early on can save many lives. Pathologists have to look at tissue microarray (TMA) images manually to identify tumors, which can be time-consuming, inconsistent and subjective. Existing automatic algorithms either have not achieved the accuracy level of a pathologist or require substantial human involvements. A major challenge is that TMA images with different shapes, sizes, and locations can have the same score. Learning staining patterns in TMA images requires a huge number of images, which are severely limited due to privacy and regulation concerns in medical organizations. TMA images from different cancer types may share certain common characteristics, but combining them directly harms the accuracy due to heterogeneity in their staining patterns. Transfer learning is an emerging learning paradigm that allows borrowing strength from similar problems. However, existing approaches typically require a large sample from similar learning problems, while TMA images of different cancer types are often available in small sample size and further existing algorithms are limited to transfer learning from one similar problem. We propose a new transfer learning algorithm that could learn from multiple related problems, where each problem has a small sample and can have a substantially different distribution from the original one. The proposed algorithm has made it possible to break the critical accuracy barrier (the 75% accuracy level of pathologists), with a reported accuracy of 75.9% on breast cancer TMA images from the Stanford Tissue Microarray Database. It is supported by recent developments in transfer learning theory and empirical evidence in clustering technology. This will allow pathologists to confidently adopt automatic algorithms in recognizing tumors consistently with a higher accuracy in real time.