Motivation: Anti-cancer drug sensitivity prediction using deep learning models for individual cell line is a significant challenge in personalized medicine. Recently developed REFINED (REpresentation of Features as Images with NEighborhood Dependencies) CNN (Convolutional Neural Network)-based models have shown promising results in improving drug sensitivity prediction. The primary idea behind REFINED-CNN is representing high dimensional vectors as compact images with spatial correlations that can benefit from CNN architectures. However, the mapping from a high dimensional vector to a compact 2D image depends on the a priori choice of the distance metric and projection scheme with limited empirical procedures guiding these choices. Results: In this article, we consider an ensemble of REFINED-CNN built under different choices of distance metrics and/or projection schemes that can improve upon a single projection based REFINED-CNN model. Results, illustrated using NCI60 and NCI-ALMANAC databases, demonstrate that the ensemble approaches can provide significant improvement in prediction performance as compared to individual models. We also develop the theoretical framework for combining different distance metrics to arrive at a single 2D mapping. Results demonstrated that distance-averaged REFINED-CNN produced comparable performance as obtained from stacking REFINED-CNN ensemble but with significantly lower computational cost.