Neural Network Ensembles, Cross Validation, and Active Learning

It is well known that a combination of many different predictors can improve predictions. Inthe neural networks community "ensembles" of neural networks has been investigated by several authors, see for instance [1, 2, 3]. Most often the networks in the ensemble are trained individually and then their predictions are combined. This combination is usually done by majority (in classification) or by simple averaging (inregression), but one can also use a weighted combination of the networks.