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User identity is a critical part to secure the legitimate access of authentication to protect his personal sensitive information. In recent years, computational intelligence (CI) plays a significant role to innovate various authentication approaches to enhance this identity management. In this comprehensive survey paper, various computational identity verification techniques are discussed and how these techniques provide enhanced security in different levels are highlighted. Moreover, an empirical comparison of various authentication techniques is illustrated in this paper to reflect the overall current research directions in the areas of computational intelligence in the user identity management system.