The Gene Ontology is a controlled vocabulary for representing knowledge related to genes and proteins in a computable form. The current effort of manually annotating proteins with the Gene Ontology is outpaced by the rate of accumulation of biomedical knowledge in literature, which urges the development of text mining approaches to facilitate the process by automatically extracting the Gene Ontology annotation from literature. The task is usually cast as a text classification problem, and contemporary methods are confronted with unbalanced training data and the difficulties associated with multi-label classification.