With there being many technical and ethical issues with artificial intelligence (AI) that involve marginalized communities, there is a growing interest for design methods used with marginalized people that may be transferable to the design of AI technologies. Participatory design (PD) is a design method that is often used with marginalized communities for the design of social development, policy, IT and other matters and solutions. However, there are issues with the current PD, raising concerns when it is applied to the design of technologies, including AI technologies. This paper argues for the use of PD for the design of AI technologies, and introduces and proposes a new PD, which we call agile participatory design, that not only can could be used for the design of AI and data-driven technologies, but also overcomes issues surrounding current PD and its use in the design of such technologies.