1. A method of authenticating a user on a mobile device, comprising: receiving, at the mobile device from a remote device, a pre-trained convolutional neural network previously trained with behavioral data from a first plurality of remote users; updating, at the mobile device, the pre-trained convolutional neural network based on behavioral data of the user gathered from a plurality of sensors of the mobile device during a first period of time to generate an updated convolutional neural network; gathering, at the mobile device, samples of the behavioral data of the user from the plurality of sensors of the mobile device during a second period of time, each sensor generating a different number of samples during the second 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 updated convolutional neural network, features from the normalized samples; and authenticating, at the mobile device, the user based on the extracted features.