Unicellular organisms such as yeast can survive in very different environments thanks to a polysaccharide wall that reinforces their extracellular membrane. This wall is not a static structure, as it is expected to be dynamically remodeled according to growth stage, division cycle, environmental osmotic pressure and ageing. It is therefore of great interest to study the mechanics of these organisms, but they are more difficult to study than other mammalian cells, in particular because of their small size (radius of a few microns) and their lack of an adhesion machinery. Using flat cantilevers, we perform compression experiments on single yeast cells (S. cerevisiae) on poly-L-lysine-coated grooved glass plates, in the limit of small deformation using an atomic force microscope (AFM). Thanks to a careful decomposition of force-displacement curves, we extract local scaling exponents that highlight the non-stationary characteristic of the yeast behavior upon compression. Our multi-scale nonlinear analysis of the AFM force-displacement curves provides evidence for non-stationary scaling laws. We propose to model these phenomena based on a two-component elastic system, where each layer follows a different scaling law..