We present a method for improving the prediction accuracy using multiple predictive algorithms. Several techniques have been developed to tackle this issue such as bagging, boosting and stacking. In contrary to the first two that, usually, generate homogeneous ensembles of classifiers, stacking techniques have demonstrated success using heterogeneous ensembles. In our method, we adopt the stacking mechanism. Several models are generated using different learning algorithms. Forward stepwise selection is implemented to link each instance to its appropriate learning model. Experiments with three datasets benchmarked with seven base learner algorithms show that this novel method improves prediction accuracy and can serve as a bridge to transfer knowledge between tasks given the same feature space but different data distributions.