Ensemble learning performs better than a single classifier in most tasks due to the diversity among multiple classifiers. However, the enhancement of the diversity is at the expense of reducing the accuracies of individual classifiers in general and, thus, how to balance the diversity and accuracies is crucial for improving the ensemble performance. In this paper, we propose a new ensemble method which exploits the correlation between individual classifiers and their corresponding weights by constructing a joint optimization model to achieve the tradeoff between the diversity and the accuracy. Specifically, the proposed framework can be modeled as a shallow network and efficiently trained by the end-to-end manner. In the proposed ensemble method, not only can a high total classification performance be achieved by the weighted classifiers but also the individual classifier can be updated based on the error of the optimized weighted classifiers ensemble. Furthermore, the sparsity constraint is imposed on the weight to enforce that partial individual classifiers are selected for final classification. Finally, the experimental results on the UCI datasets demonstrate that the proposed method effectively improves the performance of classification compared with relevant existing ensemble methods.