1. A system for the prediction of a user goal for command/control of a personal device, comprising: a user data store that stores information regarding a particular user's behavior with respect to the personal device; a predictive user model that receives a user input and employs statistical modeling of the information stored in the user data store to predict a command/control, based at least in part on a past pattern of behavior by the user, to be automatically performed by the personal device; and an execution component that automatically performs the command/control determined according to the predictive user model, wherein at least one of a parameter and a structure of the predictive model is updated in an online manner, and wherein the online update is performed according to a learning rate (β), wherein the learning rate is: β = ESS N + ESS , wherein N is the total number of individual observations and ESS is an equivalent sample size of training data.