Knowledge of the subcellular location of a protein provides valuable information about its function and possible interaction with other proteins. In the post-genomic era, fast and accurate predictors of subcellular location are required if this abundance of sequence data is to be fully exploited. We have developed a subcellular localization predictor (SCLpred), which predicts the location of a protein into four classes for animals and fungi and five classes for plants (secreted, cytoplasm, nucleus, mitochondrion and chloroplast) using machine learning models trained on large non-redundant sets of protein sequences. The algorithm powering SCLpred is a novel Neural Network (N-to-1 Neural Network, or N1-NN) we have developed, which is capable of mapping whole sequences into single properties (a functional class, in this work) without resorting to predefined transformations, but rather by adaptively compressing the sequence into a hidden feature vector. We benchmark SCLpred against other publicly available predictors using two benchmarks including a new subset of Swiss-Prot Release 2010_06. We show that SCLpred surpasses the state of the art. The N1-NN algorithm is fully general and may be applied to a host of problems of similar shape, that is, in which a whole sequence needs to be mapped into a fixed-size array of properties, and the adaptive compression it operates may shed light on the space of protein sequences.