1) What it is
- Macro AUC = the average of AUC values computed per class.
- Each class gets its own one-vs-rest AUC, then you average them.
- Formula:
$\text{Macro AUC} = \frac{1}{K} \sum_{i=1}^K AUC_i$
where $K$ = number of classes, and $AUC_i$ = AUC of class $i$ vs all others.
2) Types of Macro AUC
- Unweighted Macro AUC (most common):
- Each class contributes equally, regardless of how many samples it has.
- Weighted Macro AUC:
- Each class AUC is weighted by class frequency.
- Helps when classes are imbalanced.
3) Intuition
- Macro AUC treats all classes as equally important.
- Good if you care about rare classes just as much as frequent ones.
- Contrast with Micro AUC:
- Micro pools predictions first, so frequent classes dominate.
4) Example
Suppose a 3-class classification (A, B, C).
- AUC(A vs rest) = 0.95
- AUC(B vs rest) = 0.80
- AUC(C vs rest) = 0.60
Macro AUC = (0.95 + 0.80 + 0.60) / 3 = 0.78
Even though class A is very good, the lower AUC for class C pulls the average down.
5) When to Use
- Use Macro AUC if:
- You want fair evaluation across all classes.
- You care about minority classes.
- Use Micro AUC if:
- You want global performance, weighted by sample frequency.
Summary
- Macro AUC = average of per-class one-vs-rest AUCs.
- Treats all classes equally, regardless of class size.
- Highlights poor performance on minority classes.
- Contrast: Micro AUC pools predictions first, so frequent classes dominate.
