How to invent your own new ML algorithm: A novel ensembling technique

Always wanted to create your own Machine Learning (ML) algorithm but didn’t know where to start? Well, you are in luck! This article not only helps you in understanding the thought process behind creating a novel ML algorithm but also develops one along the way. We create a completely new dynamic weighted averaging a.k.a. dynamic blending ensemble that outperforms its individual models as well as its static blending counterpart.