Algorithm selection and hyperparameter tuning are critical steps in both academic and applied machine learning (ML). These steps are becoming increasingly delicate due to the extensive rise in the number, diversity, and distributed nature of ML resources. Multi-agent systems, when applied to the design of ML platforms, bring about several distinctive characteristics, such as scalability, flexibility, and robustness, just to name a few. This article proposes a fully automatic and collaborative agent-based mechanism for selecting distributed ML algorithms and simultaneously tuning their hyperparameters. Our method builds upon an existing agent-based hierarchical ML platform and augments its query structure to support the aforementioned functionalities without being limited to specific learning, selection, and tuning mechanisms. We have conducted theoretical assessments, formal verification, and analytical study to demonstrate the correctness, resource utilization, and computational efficiency of our technique. According to the results, our solution is algorithmically correct and exhibits linear time and space complexity in relation to the size of available resources. To further verify its correctness and demonstrate its effectiveness and flexibility across a range of algorithmic options and datasets, the article also presents a series of empirical results on a system composed of 24 algorithms and 9 datasets. The findings not only highlight the efficiency and scalability of the proposed approach, but also show its flexibility and openness to responding to the dynamic and distributed ML ecosystem. © 2024 held by the owner/author(s).