We present a robotic walking aid capable of learning models of users' walking-related activities. Our walker is instrumented to provide guidance to elderly people when navigating their environments; however, such guidance is difficult to provide without knowing what activity a person is engaged in (e.g., where a person wants to go). The main contribution of this paper is an algorithm for learning models of users of the walker. These models are defined at multiple levels of abstractions, and learned from actual usage data using statistical techniques. We demonstrate that our approach succeeds in determining the specific activity in which a user engages when using the walker. One of our proto-type walkers was tested in an assisted living facility near Pittsburgh, PA; a more recent model was extensively evaluated in a university environment.