1. A computer-implemented method for combining probability of click models in an online advertising system, said method comprising: receiving, at a computer, at least one feature set slice; training, in a computer, a plurality of slice predictive models, the slice predictive models corresponding to at least a portion of the features in the at least one feature set slice; assigning weights, in a computer, to at least two of the plurality of slice predictive models by overlaying a weighted distribution model over the plurality of slice predictive models; and calculating, in a computer, a combined predictive model based on the at least two of the plurality of slice predictive models and their assigned weights.