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Macro vs micro vs weighted averaging in multi-class metrics — how do you choose?

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Answer

  • Macro: compute metric per class, then average with equal weight.
  • Treats each class equally — useful when small classes matter (e.g., rare diseases).
  • Micro: aggregate TP/FP/FN across all classes then compute the metric globally.
  • Dominated by frequent classes; equals accuracy for single-label problems.
  • Weighted: per-class metric weighted by class support.
  • Compromise between macro and micro.
  • Rule of thumb: report macro when classes have unequal importance; micro/weighted when the aggregate is the target.
Check yourself — multiple choice
  • Micro and macro are always identical
  • Macro: per-class average (equal weight). Micro: aggregated globally (dominated by frequent classes). Weighted: by class support.
  • Macro averaging is only for regression
  • Weighted averaging equals micro averaging

Macro = equal per-class; micro = pooled globally; weighted = weighted by support.

#metrics#classification#multiclass

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