Simulated climate dynamics, initialized with observed conditions, is expected to be synchronized, for several years, with the actual dynamics. However, the predictions of climate models are not sufficiently accurate. Moreover, there is a large variance between simulations initialized at different times and between different models. One way to improve climate predictions and to reduce the associated uncertainties is to use an ensemble of climate model predictions, weighted according to their past performances. Here, we show that skillful predictions, for a decadal time scale, of the 2 m temperature can be achieved by applying a sequential learning algorithm to an ensemble of decadal climate model simulations. The predictions generated by the learning algorithm are shown to be better than those of each of the models in the ensemble, the better performing simple average and a reference climatology. In addition, the uncertainties associated with the predictions are shown to be reduced relative to those derived from an equally weighted ensemble of bias-corrected predictions. The results show that learning algorithms can help to better assess future climate dynamics.