Even for deep neural networks, it is still a challenging task to indiscriminately model thousands of fine-grained senones only by one model. Ensemble learning is a well-known technique that is capable of concentrating the strengths of different models to facilitate the complex task. In addition, the phones may be spontaneously aggregated into several clusters due to the intuitive perceptual properties of speech, such as vowels and consonants. However, a typical ensemble learning scheme usually trains each submodular independently and doesn't explicitly consider the internal relation of data, which is hardly expected to improve the classification performance of fine-grained senones. In this paper, we use a novel training schedule for DNN-based ensemble acoustic model. In the proposed training schedule, all submodels are jointly trained to cooperatively optimize the loss objective by a Stochastic Multiple Choice Learning approach. It results in that different submodels have specialty capacities for modeling senones with different properties. Systematic experiments show that the proposed model is competitive with the dominant DNN-based acoustic models in the TIMIT and THCHS-30 recognition tasks.