The No Free Lunch theorem doesn't really care how your algorithm does it, and an ensemble of algorithms is just another algorithm. It certainly applies. The re

The No Free Lunch theorem doesn't really care how your algorithm does it, and an ensemble of algorithms is just another algorithm. It certainly applies. The reason it's not actually all that useful for real world applications is that problems we value are a subset of "all possible problems" for want of a better explanation. Problems are typically smooth, that is a small change in input variables results in a small change in 'fitness', which already limits how applicable the NFL theorem is. [disclaimer, based on lectures 10 years ago now]