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Amazon Machine Learning
Developer Guide (Version Latest)

Multiclass Classification

Unlike the process for binary classification problems, you do not need to choose a score threshold to make predictions. The predicted answer is the class (i.e., label) with the highest predicted score. In some cases, you might want to use the predicted answer only if it is predicted with a high score. In this case, you might choose a threshold on the predicted scores based on which you will accept the predicted answer or not.

Typical metrics used in multiclass are the same as the metrics used in the binary classification case. The metric is calculated for each class by treating it as a binary classification problem after grouping all the other classes as belonging to the second class. Then the binary metric is averaged over all the classes to get either a macro average (treat each class equally) or weighted average (weighted by class frequency) metric. In Amazon ML, the macro average F1-measure is used to evaluate the predictive success of a multiclass classifier.

Figure 2: Confusion Matrix for a multiclass classification model

It is useful to review the confusion matrix for multiclass problems. The confusion matrix is a table that shows each class in the evaluation data and the number or percentage of correct predictions and incorrect predictions.