1. A method, implemented by at least one computer processor, for determining a user profile from online activity, the method comprising: processing a user data set, comprising event information from a plurality of events, compiled from past on-line activity between users of the user data set and an entity; analyzing the user data set to ascertain a level of performance of the event information to predict user interest in each of a plurality of categories, wherein a category specifies a subject matter; generating a plurality of models, one for each of the plurality of categories, wherein each model comprises a plurality of weights for determining a user interest score in a corresponding category; generating weights for the plurality of models by ascribing a predictive value to a plurality of types of the event information in accordance with the level of performance of a particular type of the event information to predict the user interest in a corresponding category; storing the plurality of models at the entity for the plurality of categories; receiving, at the entity, the event information from at least one event from a user; classifying the event information in a particular category of the plurality of categories; identifying a type of the received event information; selecting a model, based on the particular category, to generate at least a user profile score for the particular category; and generating the at least one user profile score for the particular category by applying at least one weight based on the type of the received event information and the particular category from the model selected, wherein the user profile score indicates the user interest in the subject matter of the particular category.