Despite its great progress so far, artificial intelligence (AI) is facing a serious challenge in the availability of high-quality Big Data. In many practical applications, data are in the form of isolated islands. Efforts to integrate the data are increasingly difficult partly due to serious concerns over user privacy and data security. The problem is exacerbated by strict government regulations such as Europe’s General Data Privacy Regulations (GDPR). In this talk, I will review these challenges and describe possible technical solutions to address them. In particular, I will give an overview of recent advances in transfer learning and show how it can alleviate the problems of data shortage. I will also give an overview of recent efforts in federated learning and transfer learning, which aims to bridge data repositories without compromising data security and privacy.