Native advertising is a specific form of online advertising where ads replicate the look-and-feel of their serving platform. In such context, providing a good user experience with the served ads is crucial to ensure a positive user experience and hence long-term user engagement. In this talk, I will describe work at Yahoo aiming at understanding the user experience on ads in the mobile context and building learning frameworks to identify and account for ads of low quality while ensuring a return of investment to advertisers. Slides for the Invited Talk at BigData Innovators Gathering (BIG), co-located with WWW 2017, Perth 2017 (https://big2017.org). Earlier versions of this talk were given at various venues in London.