Detection of malware and security attacks is a complex process that can vary in its details and analysis activities. As part of the detection process, malware scanners try to categorize a malware once it is detected under one of the known malware categories (e.g. worms, spywares, viruses, etc.). However, many studies and researches indicate problems with scanners categorizing or identifying a particular malware under more than one malware category. This paper, and several others, show that machine learning can be used for malware detection especially with ensemble base prediction methods. In this paper, we evaluated several custom-built ensemble models. We focused on multi-label malware classification as individual or classical classifiers showed low accuracy in such territory.This paper showed that recent machine models such as ensemble and deep learning can be used for malware detection with better performance in comparison with classical models. This is very critical in such a dynamic and yet important detection systems where challenges such as the detection of unknown or zero-day malware will continue to exist and evolve.