Collimated outflows (jets) are ubiquitous in the universe appearing around sources as diverse as protostars and extragalactic supermassive blackholes. Jets are thought to be magnetically collimated, and launched from a magnetized accretion disk surrounding a compact gravitating object. We have developed the first laboratory experiments to address time-dependent, episodic phenomena relevant to the poorly understood jet acceleration and collimation region. The experimental results show the periodic ejections of magnetic bubbles naturally evolving into a heterogeneous jet propagating inside a channel made of self-collimated magnetic cavities. The results provide a unique view of the possible transition from a relatively steady-state jet launching to the observed highly structured outflows. ; Comment: 13 pages 4 Figures, revised version. Accepted for publication in the Astrophysical Journal Letters