| CPC G06N 20/20 (2019.01) [G06N 7/00 (2013.01)] | 18 Claims |

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1. A computer-implemented method comprising:
defining, by a computing device, a plurality of environment-specific classifiers corresponding to a plurality of environments;
constructing, by the computing device, an ensemble classifier associated with the plurality of environment-specific classifiers;
initiating, by the computing device, a game including a plurality of players corresponding to the plurality of environments, wherein the initiated game comprises;
training, by the computing device, the constructed ensemble classifier by each environment of the plurality of environments;
modifying, by the computing device, a respective environment-specific classifier by a corresponding environment of the plurality of environments based on feedback to improve performance of the modified respective environment-specific classifier in the corresponding environment; and
updating, by the computing device, the trained constructed ensemble classifier based on the modified respective environment-specific classifier;
calculating, by the computing device, a nash equilibrium of the initiated game;
determining, by the computing device, an ensemble predictor based on the calculated nash equilibrium of the initiated game; and
deploying, by the computing device, the determined ensemble predictor as an invariant predictor to make predictions in a new environment.
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