A Sugeno and a Choquet integrals are commonly used fuzzy integrals for aggregation. As a generalization of both integrals, the twofold integral is induced. The twofold integral enables us to interpret two measures from a different semantics viewpoint. One corresponds to the Choquet integral and the other corresponds to the Sugeno integral. Our work is about building models for the twofold integrals from examples. In this work, we formulate the problem of learning measures from examples, and propose a method for obtaining the two fuzzy measures used in twofold integrals. This method is based on an alternate optimization.