Here's a quick solution based on the links assuming you've set-up Matlab to point to the right Python ver and libraries:
fid=py.open(filename,'rb');
data=py.pickle.load(fid);
The contents of data will need to be converted from their respective python classes to those used by Matlab. For example, if data is a list then convert to a cell:
Similarly, dictionaries can be converted to strucures
And numpy arrays to doubles
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