With the increasing usage of Internet and computing devices with network competence, the Internet crimes and cyber attacks are increasing exponentially. Most of the existing detection and protection systems rely on signature based methods and are unable to detect sophisticated and targeted attacks like advanced persistent threats (APTs). In order to protect Internet users and cyber infrastructure from various threats, proactive defense systems are required, which have the capability to make intelligent decisions in real time. This paper reviews various predictive techniques that can be used for predicting the cyber user whether he is an attacker or not depending on his behavioral parameters, It also highlights the challenges, which can be explored by researchers for future studies.