capstone
It's a framework based on Mixture Of Experts and every expert is a Multi Task Learning.
I used some exising packages from github (sorry for I didn't fork them), so don't surprise if you find other one's codes.
The main file is MALSAR/main.m.
If you want to run it successfully, you should using correct input format(check the code you will know what is correct).
I can't guarantee it's a best method. It's just a comparatively good method in some cases.