1. A computer program product comprising a non-transitory machine-readable medium that stores a program, the program being executed by a machine to perform a method of identifying a network-connected entity across multiple device-, usage- and application-domains, the method comprising: maintaining a database comprising entity identities, wherein an entity identity has associated therewith a set of encoded feature data; periodically updating the database by merging into a unique entity identity one or more entity identities that are found to represent a same entity by the following sub-steps: applying at least one expert rule to identify a first subset of the entity identities; and applying, to each of one or more pairs of entity identities in the first subset, a probabilistic matching function to a measure of closeness between the encoded feature data of each entity identity of the pair to determine if the pair represent the same entity; responsive to a request for content, the request having associated therewith usage feature data associated with the network-connected entity; applying at least one expert rule to identify a second subset of the entity identities; if the second subset has more than two entity identities associated therewith, applying, with respect to each such entity identity in the second subset, a probabilistic matching function to a measure of closeness between the usage feature data in the request and the encoded feature data associated with the entity identity; as a result of applying the probabilistic matching function to each of the entity identities in the second subset, determining if the request is recognized as originating from an entity whose entity identity is stored in a database; and if the request is recognized as originating from an entity whose entity identity is stored in the database, using the entity identity to construct a response to the request for content.