SYSTEM AND METHOD FOR COMBINING MULTIPLE LEARNING AGENTS TO PRODUCE A PREDICTION METHOD

System and method for improving the performance of learning agents such as neural networks, genetic algorithms and decision trees that derive prediction methods from a training set of data. In part of the method, a population of learning agents of different classes is trained on the data set, each agent producing in response a prediction method based on the agent's input representation. Feature combinations are extracted from the prediction methods produced by the learning agents. The input representations of the learning agents are then modified by including therein a feature combination extracted from another learning agent. In another part of a method, the parameter values of the learning agents are changed to improve the accuracy of the prediction method. A fitness measure is determined for each learning agent based on the prediction method the agent produces. Parameter values of a learning agent are then selected based on the agent's fitness measure. Variation is introduced into the selected parameter values, and another learning agent of the same class is defined using the varied parameter values. The learning agents are then again trained on the data set to cause a learning agent to produce a prediction method based on the derived feature combinations and varied parameter values.