In gene function prediction task, functions are described with Gene Ontology (GO) terms. GO forms a directed acyclic graph, making gene function prediction problem an ideal benchmark for hierarchical multi-label classification algorithms.
On the link below you can find nine large hierarchical multi-label classification data sets published in:
Vidulin, V., Šmuc, T., Džeroski, S., Supek, F. (2018) The evolutionary signal in metagenome phyletic profiles predicts many gene functions. Microbiome, 6(1), 129.
Vidulin, V., Šmuc, T., Supek, F. (2016) Extensive complementarity between gene function prediction methods. Bioinformatics, 32(23), 3645-3653.