One of the important hints for inferring the function of unknown proteins is the knowledge about protein subcellular localization. Recently, there are considerable researches on the prediction of subcellular localization of proteins which simultaneously exist at multiple subcellular localization. In this paper, label power-set classification is improved for the accurate prediction of multiple subcellular localization. The predicted multi-labels from the label power-set classifier are combined with their prediction probability to give the final result. To find the accurate probability estimates of multi-classes, this paper employs pair-wise comparison and error-correcting output codes frameworks. Prediction experiments on protein subcellular localization show significant performance improvement.