In this paper, the problem of data correlation-aware resource management is studied for a network of wireless virtual reality (VR) users communicating over cloud-based small cell networks (SCNs). In the studied model, small base stations (SBSs) with limited computational resources act as VR control centers that collect the tracking information from VR users over the cellular uplink and send them to the VR users over the downlink. In such a setting, VR users may send or request correlated or similar data (panoramic images and tracking data). This potential spatial data correlation can be factored into the resource allocation problem to reduce the traffic load in both uplink and downlink. This VR resource allocation problem is formulated as a noncooperative game that allows jointly optimizing the computational and spectrum resources, while being cognizant of the data correlation. To solve this game, a transfer learning algorithm based on the machine learning framework of echo state networks (ESNs) is proposed. Unlike conventional reinforcement learning algorithms that must be executed each time the environment changes, the proposed algorithm can intelligently transfer information on the learned utility, across time, to rapidly adapt to environmental dynamics due to factors such as changes in the users' content or data correlation. Simulation results show that the proposed algorithm achieves up to 16.7% and 18.2% gains in terms of delay compared to the Q-learning with data correlation and Q-learning without data correlation. The results also show that the proposed algorithm has a faster convergence time than Q-learning and can guarantee low delays.