Global climate models (GCMs) are useful tools for assessing climate change impacts on temperature and rainfall. Although climate data from various GCMs have been increasingly used in climate change impact studies, GCMs configurations and module characteristics vary from one to another. Therefore, it is crucial to assess different GCMs to confirm the extent to which they can reproduce the observed temperature and rainfall. Rather than assessing the interdependence of each GCM, the purpose of this study is to compare the capacity of four different multi-model ensemble (MME) methods (random forest [RF], support vector machine [SVM], Bayesian model averaging [BMA] and the arithmetic ensemble mean [EM]) in reproducing observed monthly rainfall and temperature. Of these four methods, the RF and SVM demonstrated a significant improvement over EM and BMA in terms of performance criteria. The relative importance of each GCM based on the RF ensemble in reproducing rainfall and temperature could also be ranked. We compared the GCMs importance and Taylor skill score and found that their correlation was 0.95 for temperature and 0.54 for rainfall. Our results also demonstrated that the number of GCMs ensemble simulations could be reduced from 33 to 25 in RF model while maintaining predictive error less than 2%. Having such a representative subset of simulations could reduce computational costs for climate impact modelling and maintain the quality of ensemble at the same time. We conclude that machine learning MME could be efficient and useful with improved accuracy in reproducing historical climate variables.