Human activity recognition (HAR) has become an increasingly popular application of machine learning across a range of domains. Typically the HAR task that a machine learning algorithm is trained for requires separating multiple activities such as walking, running, sitting, and falling from each other. Despite a large body of work on multi-class HAR, and the well-known fact that the performance on a multi-class problem can be significantly affected by how it is decomposed into a set of binary problems, there has been little research into how the choice of multi-class decomposition method affects the performance of HAR systems. This paper presents the first empirical comparison of multi-class decomposition methods in a HAR context by estimating the performance of five machine learning algorithms when used in their multi-class formulation, with four popular multi-class decomposition methods, five expert hierarchies—nested dichotomies constructed from domain knowledge—or an ensemble of expert hierarchies on a 17-class HAR data-set which consists of features extracted from tri-axial accelerometer and gyroscope signals. We further compare performance on two binary classification problems, each based on the topmost dichotomy of an expert hierarchy. The results show that expert hierarchies can indeed compete with one-vs-all, both on the original multi-class problem and on a more general binary classification problem, such as that induced by an expert hierarchy’s topmost dichotomy. Finally, we show that an ensemble of expert hierarchies performs better than one-vs-all and comparably to one-vs-one, despite being of lower time and space complexity, on the multi-class problem, and outperforms all other multi-class decomposition methods on the two dichotomous problems.