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This article explores how to develop complex data driven user models that go beyond the bag of words model and topical relevance. We propose to learn from rich user specific information and to satisfy complex user criteria under the graphical modelling framework. We carried out a user study with a web based personal news filtering system, and collected extensive user information, including explicit user feedback, implicit user feedback and some contextual information. Experimental results on the data set collected demonstrate that the graphical modelling approach helps us to better understand the complex domain. The results also show that the complex data driven user modelling approach can improve the adaptive information filtering performance. We also discuss some practical issues while learning complex user models, including how to handle data noise and the missing data problem.