Indoor positioning system is an active research area. There are various performance metrics such as accuracy, computation time, precision, and f-score in machine learning based indoor positioning systems. The aim of this study is to present a multi-criteria decision strategy to determine suitable machine learning methods for a specific indoor positioning system. This helps to evaluate the performance of machine learning algorithms considering multiple criteria. During the experiments, UJllndoorLoc, KIOS and RFKON datasets are used from the positioning literature. The algorithms such as k-nearest neighbor, support vector machine, decision tree, naive bayes and bayesian networks are compared using these datasets. In addition to these, ensemble learning algorithms, namely adaboost and bagging, are utilized to improve the performance of these classifiers. As a conclusion, the test results for any specific dataset are reevaluated using the performance metrics such as accuracy, f-score and computation time, and a multi-criteria decision strategy is proposed to find the most convenient algorithm. The analytical hierarchy process is used for multi-criteria decision. To the best of our knowledge, this is the first work to select the proper machine learning algorithm for an indoor positioning system using multi-criteria decision strategy.