With recent advances in low-power low-cost communication, sensing, and actuation technologies, Cyber Physical Systems (CPS) have revolutionized automated medical diagnostics and care, building energy management, and smart grids. With this revolution, dawns a new era of CPS monitoring where fusing measurements from multiple devices provides unprecedented early detection of critical events. However, in some applications (e.g. medical diagnostics) explicit models and/or rich training data relating available measurements to events are unavailable or impractical.