This paper presents an adaptive generalized ensemble method with refined feature selection strategy and selfadjusted mechanism for ensemble size. The coevolutionary algorithm is introduced to optimize the ensemble and the feature weighting. There are two stages in the proposed method. In the coevolutionary stage, a component network corresponds to a subpopulation and the feature set is designed in another subpopulation. All subpopulations are coevolved simultaneously. Moreover, the study on the ensemble size is conducted in the structure refining stage. Finally, we apply the proposed approach to a recommendation task. Experimental results indicate that the proposed algorithm can achieve good classification performance, small feature subsets and compact ensemble structure.