LinkedIn is the largest professional network in the world with more than 225M members. It provides an effective channel to marketers interested in reaching out to affluent set of professionals throughout the world. In this talk I will provide an overview of various advertising models one can use on LinkedIn. Response prediction of a rare action like click is a fundamental input that is required to run these advertising systems in an automated fashion. This involves fitting large scale supervised learning algorithms to massive data consisting of hundreds of millions of observations and hundreds of thousands of predictors. I will describe ADMM algorithms and variations thereof that are easy to scale on readily available distributed computing infrastructures like Hadoop.