In predicting hierarchical protein function annotations, such as terms in the Gene Ontology (GO), the simplest approach makes predictions for each term independently. However, this approach has the unfortunate consequence that the predictor may assign to a single protein a set of terms that are inconsistent with one another; for example, the predictor may assign a specific GO term to a given protein ('purine nucleotide binding') but not assign the parent term ('nucleotide binding'). Such predictions are difficult to interpret. In this work, we focus on methods for calibrating and combining independent predictions to obtain a set of probabilistic predictions that are consistent with the topology of the ontology. We call this procedure 'reconciliation'. We begin with a baseline method for predicting GO terms from a collection of data types using an ensemble of discriminative classifiers. We apply the method to a previously described benchmark data set, and we demonstrate that the resulting predictions are frequently inconsistent with the topology of the GO. We then consider 11 distinct reconciliation methods: three heuristic methods; four variants of a Bayesian network; an extension of logistic regression to the structured case; and three novel projection methods - isotonic regression and two variants of a Kullback-Leibler projection method. We evaluate each method in three different modes - per term, per protein and joint - corresponding to three types of prediction tasks. Although the principal goal of reconciliation is interpretability, it is important to assess whether interpretability comes at a cost in terms of precision and recall. Indeed, we find that many apparently reasonable reconciliation methods yield reconciled probabilities with significantly lower precision than the original, unreconciled estimates. On the other hand, we find that isotonic regression usually performs better than the underlying, unreconciled method, and almost never performs worse; isotonic regression appears to be able to use the constraints from the GO network to its advantage. An exception to this rule is the high precision regime for joint evaluation, where Kullback-Leibler projection yields the best performance.