Yeah, but if the entire history (some large part) is available, then it is in the interests of advertisers to run their algorithm against that. It's not informative. Needless to say, there is a lot of work being done in academia on the problem of making AI decisions comprehensible to humans. It is not clear yet AFAIK whether any ML techniques (even the most prominent approaches) are ever going to be susceptible to a simple explanation.
Couldn't you just pick the top N paths (maybe ordered by how sensitive they are to changes in input) back through the neural net, then list the data sources they ultimately trace to?
"Visited aaa.example one day ago, .34; visited abc.example three days ago, .27; therefore display ad for zzz.example"
