I'm not an ad man, but you have imperfect data about your customers, and I gather it's all about trying to predict what they might buy based on very imperfect/incomplete information about them. Plus, your ability to apply more advanced heuristics is constrained by your ability to develop them, both from a technical & marketing standpoint.

"User is a woman" would, in this hypothetical example, be one factor in your larger weighting algorithm. A weighting factor that is, might I add, quite easy to implement compared to detecting male performing arts majors with a specialty in costume design.