The expansive collection of genetic and phenotypic data within biobanks offers an unprecedented opportunity for biomedical research. However, the frequent occurrence of missing phenotypes presents a significant barrier to fully leveraging this potential. In our target application, on one hand, we have only a small and complete dataset with both genotypes and phenotypes to build a genetic prediction model, commonly called a polygenic (risk) score (PGS or PRS); on the other hand, we have a large dataset of genotypes (e.g. from a biobank) without the phenotype of interest. Our goal is to leverage the large dataset of genotypes (but without the phenotype) and a separate genome-wide association studies summary dataset of the phenotype to impute the phenotypes, which are then used as an individual-level dataset, along with the small complete dataset, to build a nonlinear model as PGS. More specifically, we trained some nonlinear models to 7 imputed and observed phenotypes from the UK Biobank data. We then trained an ensemble model to integrate these models for each trait, resulting in higher R2 values in prediction than using only the small complete (observed) dataset. Additionally, for 2 of the 7 traits, we observed that the nonlinear model trained with the imputed traits had higher R2 than using the imputed traits directly as the PGS, while for the remaining 5 traits, no improvement was found. These findings demonstrate the potential of leveraging existing genetic data and accounting for nonlinear genetic relationships to improve prediction accuracy for some traits.