📏  Weighted Averaging

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



See also

Source article Adapted (context, re-expressed) in our own words from: Weighted Averaging (insightful-data-lab.com).

Tags: purpose: reference topic: terminology level: intermediate