Political scientists increasingly use supervised machine learning to code multiple relevant labels from a single set of texts. The current “best practice” of individually applying supervised machine learning to each label ignores information on inter-label association(s), and is likely to under-perform as a result. We introduce multi-label prediction as a solution to this problem. After reviewing the multi-label prediction framework, we apply it to code multiple features of (i) access to information requests made to the Mexican government and (ii) country-year human rights reports. We find that multi-label prediction outperforms standard supervised learning approaches, even in instances where the correlations among one’s multiple labels are low.