This paper proposes a new multi-kernel learning ensemble algorithm, called Ada-L 1 MKL-WSVR, which can be regarded as an extension of multi-kernel learning (MKL) and weighted support vector regression (WSVR). The first novelty is to add the L 1 norm of the weights of the combined kernel function to the objective function of WSVR, which is used to adaptively select the optimal base models and their parameters. In addition, an accelerated method based on fast iterative shrinkage thresholding algorithm (FISTA) is developed to solve the weights of the combined kernel function. The second novelty is to propose an integrated learning framework based on AdaBoost, named Ada-L 1 MKL-WSVR. In this framework, we integrate FISTA into AdaBoost. At each iteration, we optimize the weights of the combined kernel function and update the weights of training samples at the same time. Then an ensemble of a set of regression functions is output. The experimental results show that the effectiveness and reliability of the algorithm in this paper than some other existing methods.