Methods and apparatus for finding similar on-line users for advertisement or content targeting are disclosed. In one embodiment, a plurality of user data sets associated with a plurality of user identifiers for a plurality of anonymous users are obtained, and each user data set of each user identifier specifies one or more user attributes and on-line user events that have occurred for such user identifier. For each attribute, a correlation to a success metric value is determined for a particular type of event or attribute that has occurred for a plurality of user identifiers that are each associated with such attribute. The plurality of user identifiers and associated data sets are clustered into a plurality of user groups that each has similar data sets by weighting based on the attributes' relative correlation to the success metric.