Artificial intelligence-guided closed-loop experimentation has emerged as a promising method for optimization of objective functions1,2, but the substantial potential of this traditionally black-box approach to uncovering new chemical knowledge has remained largely untapped. Here we report the integration of closed-loop experiments with physics-based feature selection and supervised learning, denoted as closed-loop transfer (CLT), to yield chemical insights in parallel with optimization of objective functions. CLT was used to examine the factors dictating the photostability in solution of light-harvesting donor-acceptor molecules used in a variety of organic electronics applications, and showed fundamental insights including the importance of high-energy regions of the triplet state manifold. This was possible following automated modular synthesis and experimental characterization of only around 1.5% of the theoretical chemical space. This physics-informed model for photostability was strengthened using multiple experimental test sets and validated by tuning the triplet excited-state energy of the solvent to break out of the observed plateau in the closed-loop photostability optimization process. Further applications of CLT to additional materials systems support the generalizability of this strategy for augmenting closed-loop strategies. Broadly, these findings show that combining interpretable supervised learning models and physics-based features with closed-loop discovery processes can rapidly provide fundamental chemical insights.