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In this work we propose a new algorithm to train and optimize an ensemble of classifiers. We call this algorithm the Krypteia ensemble, based on an ancient Spartan tradition designed to convert their most promising individuals into future leaders of their society. We show how to adapt this ancient custom to optimize classifiers by generating different variations of the same task, each one offering different hardships according to distinct stochastic variables. This is thus applied to induce diversity in the set of individual weak learners. Then, we use a set of agents designed to select those subjects who excel in their assignments, and whose interaction minimizes excessive redundancies in the resulting population. We also study how different Krypteia ensembles can be stacked together, so that more complex classifiers can be built using the same procedure. Besides, we consider a wide range of different aggregation functions in the decision making phase to find the optimal performance for the different Krypteia ensemble variations tested. Finally, we study how different Krypteia ensembles perform for a wide range of classification datasets and we compare them with other state-of-the-art design techniques of classifier ensembles, obtaining favourable results to our proposal., Spanish Government PID2021-122916NB-I00, Regional Government of Andalusia under grant EXAISFI P18-FR-4262, European Commission Universidad Publica de Navarra, AEI PID2019-108392