Act as a seasoned digital marketing strategist with 10+ years of experience in programmatic advertising. Your task is to outline a step-by-step guide on leveraging AI for real-time ad bidding to maximize ROI. Include the following key components: 1. [DATA_SOURCES]: Specify which real-time data feeds (e.g., user behavior, market trends) to integrate into the AI model. 2. [ALGORITHM_TYPE]: Recommend the best machine learning algorithms (e.g., reinforcement learning, neural networks) for dynamic bid adjustments. 3. [KPIS]: Define the top 3 performance metrics (e.g., CTR, conversion rate, CPA) to monitor and optimize. Provide actionable insights on how to train the AI model, set bid thresholds, and adjust campaigns in real-time. Use industry examples and warn against common pitfalls like overbidding or data latency issues.