A machine-learning method for estimating probability of a click event in online advertising systems by computing and comparing an aggregated predictive model (a global model) and one or more data-wise sliced predictive models (local models). The method comprises receiving training data having a plurality of features stored in a feature set and constructing a global predictive model that estimates the probability of a click event for the processed feature set. Then, partitioning the global predictive model into one or more data-wise sliced training sets for training a local model from each of the data-wise slices, and then determining whether a particular local model estimates probability of click event for the feature set better than the global model. A given feature set may be collected from historical data, and may comprise a feature vector for a plurality of query-advertisement pairs and a corresponding indicator that represents a click on the advertisement.