We propose and study a renormalization group transformation that can be used
also for models with strong quenched disorder, like spin glasses. The method is
based on a mapping between disorder distributions, chosen such as to keep some
physical properties (e.g., the ratio of correlations averaged over the
ensemble) invariant under the transformation. We validate this ensemble
renormalization group by applying it to the hierarchical model (both the
diluted ferromagnetic version and the spin glass version), finding results in
agreement with Monte Carlo simulations.Comment: 7 pages, 10 figure