A common trend in machine learning and pattern classification research is the exploitation of massive amounts of information in order to achieve an increase in performance. In particular, learning from huge collections of data obtained from the web, and using multiple features generated from different sources, have led to significantly boost of performance on problems that have been considered very hard for several years. In this thesis, we present two ways of using these information to build learning systems with robust performance and some degrees of autonomy. These ways are Cue Integration and Cue Exploitation, and constitute the two building blocks of this thesis. In the first block, we introduce several algorithms to answer the research question on how to integrate optimally multiple features. We first present a simple online learning framework which is a wrapper algorithm based on the high-level integration approach in the cue integration literature. It can be implemented with existing online learning algorithms, and preserves the theoretical properties of the algorithms being used. We then extend the Multiple Kernel Learning (MKL) framework, where each feature is converted into a kernel and the system learns the cue integration classifier by solving a joint optimization problem. To make the problem practical, We have designed two new regularization functions making it possible to optimize the problem efficiently. This results in the first online method for MKL. We also show two algorithms to solve the batch problem of MKL. Both of them have a guaranteed convergence rate. These approaches achieve state-of-the-art performance on several standard benchmark datasets, and are order of magnitude faster than other MKL solvers. In the second block, We present two examples on how to exploit information between different sources, in order to reduce the effort of labeling a large amount of training data. The first example is an algorithm to learn from partially annotated data, where each data point is tagged with a few possible labels. We show that it is possible to train a face classification system from data gathered from Internet, without any human labeling, but generating in an automatic way possible lists of labels from the captions of the images. Another example is under the transfer learning setting. The system uses existing models from potentially correlated tasks as experts, and transfers their outputs over the new incoming samples, of a new learning task where very few labeled data are available, to boost the performance.