Learning a performance model for a cloud service is challenging since its operational environment changes during execution, which requires re-training of the model in order to maintain prediction accuracy. Training a new model from scratch generally involves extensive new measurements and often generates a data-collection overhead that negatively affects the service performance.In this paper, we investigate an approach for re-training neural-network models, which is based on transfer learning. Under this approach, a limited number of neural-network layers are re-trained while others remain unchanged. We study the accuracy of the re-trained model and the efficiency of the method with respect to the number of re-trained layers and the number of new measurements. The evaluation is performed using traces collected from a testbed that runs a Video-on-Demand service and a Key-Value Store under various load conditions. We study model re-training after changes in load pattern, infrastructure configuration, service configuration, and target metric. We find that our method significantly reduces the number of new measurements required to compute a new model after a change. The reduction exceeds an order of magnitude in most cases.