Predicting the probability of users clicking on app install ads and installing those apps comes with its own specific challenges. In this paper, we describe (a) how we built a scalable machine learning pipeline from scratch to predict the probability of users clicking and installing apps in response to ad impressions, (b) the novel features we developed to improve our model performance, (c) the training and scoring pipelines that were put into production, (d) our A/B testing process along with the metrics used to determine significant improvements, and (e) the results of our experiments. Our algorithmic improvements resulted in a 3X improvement in satisfaction for app install advertisers on our ad platform. In addition, we dive into how sequential model training, deep learning, and transfer learning resulted in a further 7% lift in conversion rate and 11% lift in revenue. Finally, we share the scientific, data-related, and product-related challenges that we encountered -- we expect others across the industry would greatly benefit from these considerations and our experiences when they kick-start similar efforts.