Well, first thing I think is how to convince the host of those ads to make this kind of information public.
I mean, if I knew that ad is targeting me, I will probably be more cation towards it and thus reduce it's effectiveness. I don't think Facebook or anyone in the business want that to happen.
So, in order to implement that kind of transparency, you need law and government to enforce them across all online ad services, rather than depends on self-discipline of some certain company.
However, that may come with their own problem, for example, it will increase government's control on online content displaying.
Truly a hard problem isn't?