How to train a neural network on multiple objectives?
What you're referring to is called multi-task learning, where your goal is to have a single network learn multiple tasks (in your case &quot;click&quot; and &quot;purchase&quot;).
The benefit of having a single model learn both tasks is that the network can use information extracted for one task to improve its performance on the other.
Technically you need your network to have two output layers (i.e. one for predicting &quot;clicks&quot; and one for &quot;purchases&quot;) and likewise two loss functions (one for each objective). These loss functions usually contribute equally towards the total loss, unless you don't want to consider both tasks of equal importance.
If you're using keras an example for multi-output models can be found here.