In an attempt to balance precision and recall in the search page, leading digital shops have been effectively nudging users into select category facets as early as in the type-ahead suggestions. In this work, we present SessionPath, a novel neural network model that improves facet suggestions on two counts: first, the model is able to leverage session embeddings to provide scalable personalization; second, SessionPath predicts facets by explicitly producing a probability distribution at each node in the taxonomy path. We benchmark SessionPath on two partnering shops against count-based and neural models, and show how business requirements and model behavior can be combined in a principled way.