My understanding is that Firefox has supported in-browser blocking of third-party ads, trackers, fingerprinters, &c., for a while now[1].
> * Machine learning for ads is done locally; can't be evil
There are too many moving pieces to this to dissect in a single comment. But to roughly sum them up: just about every adtech company that promises "privacy preserving targeted advertising" via ML uses some information-theoretical definition of privacy that doesn't align with normal user's intuitions about the word "private." We saw this with k-anonymity schemes, and we'll see it again when these schemes attract more scrutiny.
And on top of that: Brave's own site implies that local ad ML is currently opt-in only[2].
[1]: https://support.mozilla.org/en-US/kb/enhanced-tracking-prote...