Recent advances in technology allow us to collect a large amount of data over time in diverse fields and the amount of data transferred exceeds the human ability to study it manually. Generally, standard statistical approaches assume that the samples are generated by a specific statistical model and do not scale well with the amount of data and thus automated data analysis becomes necessary. On the other hand, machine learning methods consider the data generation process as a black box and try to learn from the input only. Moreover, in many application fields, such as economic, healthcare and security, there is the need to have fast computations but at the same time receive a reliable result.