In this paper an implementation of a multi-agent system designed for solving complex data mining tasks is presented. The system is based on ontologically sound AGR (agents, groups, roles) model and encapsulates Weka library methods in JADE agents. We emphasize the unique intelligent features of the system -- its ability to search the parameter space of the data mining methods to find the optimal configuration, and meta learning -- finding the best possible method for the given data based on the ontological compatibility of datasets.