Prediction of protein subcellular localizations is a key step to determinate the functions of proteins. The experimental methods are both expensive and time-consuming. Therefore, many machine learning based computational approaches were proposed in the last two decades. Recently, it is proved that the number of proteins with multiple sites is rising. To determinate the subcellular localizations of this kind of proteins is a more difficult problem. Generally, dataset construction, feature

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... ntation, algorithm design and validation test are the four main aspects need to be considered in developing the predicting algorithms. This paper reviewed these four topics in detail. Although a great success has been got by many researchers, there are still a lot of problems need to study deeply.