1. A method of authenticating a user on a mobile device, comprising: receiving, at the mobile device from a remote device, a convolutional neural network initially trained with an initial training model based on behavioral data from a plurality of remote users; updating, at the mobile device, the convolutional neural network based on behavioral data of the user; gathering, at the mobile device, samples of the behavioral data of the user from a plurality of sensors of the mobile device, each sensor generating a different number of samples during a period of time; normalizing, at the mobile device, the samples to obtain a same number of samples for each sensor during the period of time; extracting, at the mobile device with the convolutional neural network, features from the normalized samples; and authenticating, at the mobile device, the user based on the extracted features.