Weighted Averaging#
Averaging per-class metrics weighted by class support.
Important
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What it is#
Weighted averaging is macro averaging with a twist — it computes each class’s metric, then averages them weighted by support (the number of true instances in each class). Larger classes therefore count more.
Its behavior#
This makes the score reflect the actual class distribution — it is essentially macro averaging adjusted for imbalance, sitting between micro and macro. On a representative test set, the weighted average estimates what you’d see on a random production example.
When to use it#
Weighted averaging suits stakeholder and production reporting, where you want one number that respects the real class mix without letting a tiny class swing the result. Use macro instead when minority classes must be weighted equally regardless of frequency.
Theme: Classification & Averaging Metrics · All terminology
Hint
Mind map — connected ideas
Micro Averaging · Macro Averaging · F1-score · Multiclass Classification · Precision (a.k.a. Positive Predictive Value, PPV) · Macro AUC
Hint
More in Classification & Averaging Metrics
Accuracy · AUC (Area Under the Curve) · Average Precision (AP) · Binary Classification · Classification Probability · Discriminatory Power · F1-score · Gini Coefficient · Harmonic Mean · Log Loss (also called Logarithmic Loss or Cross-Entropy Loss) · Macro AUC · Macro AUROC (Macro-Averaged AUROC) · Macro Averaging · Macro F1
See also
Source article Adapted (context, re-expressed) in our own words from: Weighted Averaging (insightful-data-lab.com).