[scikit-learn] Multiplicative Weights Update Algorithm Contribution

[Jonathan Li]

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