Maximal automation of routine IT maintenance procedures is an ultimate goal of IT service management. System monitoring, an effective and reliable means for IT problem detection, generates monitoring ticket. In light of the ticket description, the underlying categories of the IT problem are determined, and the ticket is assigned to the corresponding processing teams for problem resolving. Automatic IT problem category determination acts as a critical part during the routine IT maintenance procedures. In practice, IT problem categories are naturally organized in a hierarchy by specialization. Utilizing the category hierarchy, this paper comes up with a hierarchical multi-label classification method to classify the monitoring tickets. In order to find the most effective classification, a novel contextual hierarchy (CH) loss is introduced in accordance with the problem hierarchy. Consequently, an arising optimization problem is solved by a new greedy algorithm named GLabel. Furthermore, as well as the ticket instance itself, the knowledge from the domain experts, which partially indicates some categories the given ticket may or may not belong to, can also be leveraged to guide the hierarchical multi-label classification. Accordingly, a multi-label inference with the domain expert knowledge is conducted on the basis of the given label hierarchy. The experiment demonstrates the great performance improvement by incorporating the domain knowledge during the hierarchical multi-label classification over the ticket data.