If the 4 models are of the same type (e.g. stepwise regression) then one could put the regression node between a start and end group node and model by segment, then add Model Comparison node.
If the 4 models are of different types, e.g. a tree, a regression, etc. then after appending the data with the append node, use a model import node before the model comparison node.
No Ensemble node required here.
Best
Lorne