A new hierarchical multi-agent decision-making structure has been proposed. There are two phases of the structure. The first phase is the construction phase where the decision making structure consisting of switching and classification agents is built on the training data set generated by the system scenarios. In construction phase, switching and classification agents are trained and made ready for decision making. In the decision phase, which is the second phase, the class of the new data sample is decided. This process is carried out by the transmission of the data sample to the correct classifier agent by the switching agents and the classification by the classifier agent. The proposed structure is applied to a complex fault identification problem and a successful result is obtained. The structure is also adaptable to other big data decision making problems.