To enhance the quality and speed of data processing and protect the privacy and security of the data, edge computing has been extensively applied to support data-intensive intelligent processing services at edge. Among these data-intensive services, ensemble learning-based services can, in natural, leverage the distributed computation and storage resources at edge devices to achieve efficient data collection, processing, and analysis. Collaborative caching has been applied in edge computing to support services close to the data source, in order to take the limited resources at edge devices to support high-performance ensemble learning solutions. To achieve this goal, we propose an adaptive in-network collaborative caching scheme for ensemble learning at edge. First, an efficient data representation structure is proposed to record cached data among different nodes. In addition, we design a collaboration scheme to facilitate edge nodes to cache valuable data for local ensemble learning, by scheduling local caching according to a summarization of data representations from different edge nodes. Our extensive simulations demonstrate the high performance of the proposed collaborative caching scheme, which significantly reduces the learning latency and the transmission overhead.