Nowadays, the challenge of knowledge discovery is to mine massive amounts of data available online. The most widely used approaches to tackle that challenge are based on machine learning techniques. In spite of being very powerful, those techniques require their parameters to be calibrated in order to generate models with better quality. Such calibration processes are time-consuming and rely on the skills of machine learning experts. Within this context, this research presents a framework based on software agents for automating the calibration of machine learning models. This approach integrates concepts from Agent Oriented Software Engineering (AOSE) and Machine Learning (ML). As a proof of concept, we first train a model for the Iris dataset and then we show how our approach improves the quality of new models generated by our framework. Then, we create instances of the framework to generate models for a medical images dataset and finally we use the Grid Sector dataset for a final experiment.