[Soundy]

Now this is something cool... I noticed that some people had different colored squares when The Machine was tracking them... this explains it:

The Machine - Person of Interest Wiki

Spoiler!

The Machine applies different coloured squares to people in order to distinguish relevant from non-relevant threats as well as people who know about the Machine from those who do not.
White squares - generally for people who don't know about the Machine. It seems the Machine assigns white squares to people who are under its investigation due to conspicuous behaviour but eventually do not pose a threat to somebody else.

White squares with red corners - for people who are an imminent threat to another person. These people might not have planned the attack themselves and only follow orders given by somebody else.

Red squares - for people who may be a threat to the system administrator (Finch) or to the Machine itself.

Yellow squares - for people who know about the Machine.

In addition, the Machine also distinguishes watercraft and aircraft. Boats, ships and ferries are assigned a white diamond while airplanes and helicopters receive a green triangle along with flight coordinates and airport codes.