1. A method of searching data in databases using an ensemble of models, said method comprising: ordering models within said ensemble in order of prediction accuracy, with the most accurate model being first in said order, using a computer; calculating confidence values of each of said sub-ensembles, using said computer; selecting a sub-ensemble of said models that meets a given level of confidence, using said computer, wherein models are joined together in said sub-ensemble in said order of prediction accuracy, and wherein as the level of confidence is raised, a sub-ensemble that has more models will be selected in said selecting process, and as the level of confidence is lowered, a sub-ensemble that has fewer models will be selected in said selecting process; and applying said sub-ensemble, in place of said ensemble, to an example to make a prediction, using said computer.