Dear the Scikit-learn community, 

I am a researcher at UChicago working on the Multiplicative Weights Update 
method, a widely used, effective meta-algorithm with broad applications that 
fits nicely with ensemble methods. The following well cited paper presents the 
algorithm neatly:

http://www.theoryofcomputing.org/articles/v008a006/ 

I would like to propose adding this algorithm to Scikit-learn, which would be 
of great benefit to the machine learning research community. It would integrate 
nicely with the existing `VotingClassifier` and `VotingRegressor` algorithms. 

Please let me know if you need more information and what you think. I would be 
more than happy to take charge of this contribution given my experience with 
the algorithm and existing code built in Python.

Best,
Jonathan
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