In multi-label classification (MLC), each instance is associated with a set of class labels, in contrast to standard classification, where an instance is assigned a single label. Binary relevance (BR) learning, which reduces a multi-label to a set of binary classification problems, one per label, is arguably the most straightforward approach to MLC. In spite of its simplicity, BR proved to be competitive to more sophisticated MLC methods, and still achieves state-of-the-art performance for many loss functions. Somewhat surprisingly, the optimal choice of the base learner for tackling the binary classification problems has received very little attention so far. Taking advantage of the label independence assumption inherent to BR, we propose a label-wise base learner selection method optimizing label-wise macro averaged performance measures. In an extensive experimental evaluation, we find that or approach, called LiBRe, can significantly improve generalization performance.