A method and a system are provided for large-scale behavioral targeting for advertising over a network, such as the Internet. In one example, the system receives training data that is processed raw data of user behavior. The system generates selected features by performing feature selection on the training data. The system generates feature vectors from the selected features. The system initializes weights of a behavioral targeting model by scanning the feature vectors once. The system then updates the weights of the behavioral targeting model by scanning iteratively the feature vectors using a multiplicative recurrence.