Current best local descriptors are learned on a large data set of matching and non-matching keypoint pairs. However, data of this kind are not always available, since the detailed keypoint correspondences can be hard to establish. On the other hand, we can often obtain labels for pairs of keypoint bags. For example, keypoint bags extracted from two images of the same object under different views form a matching pair, and keypoint bags extracted from images of different objects form a non-matching pair. On average, matching pairs should contain more corresponding keypoints than non-matching pairs. We describe an end-to-end differentiable architecture that enables the learning of local keypoint descriptors from such weakly labeled data. In addition, we discuss how to improve the method by incorporating the procedure of mining hard negatives. We also show how our approach can be used to learn convolutional features from unlabeled video signals and 3D models.