A growing number of empirical studies suggest that negative advertising is effective in campaigning, while the mechanisms are rarely mentioned. With the scandal of Cambridge Analytica and Russian intervention behind the Brexit and the 2016 presidential election, people have become aware of the political ads on social media and have pressured congress to restrict political advertising on social media. Following the related legislation, social media companies began disclosing their political ads archive for transparency during the summer of 2018 when the midterm election campaign was just beginning. This research collects the data of the related political ads in the context of the U.S. midterm elections since August to study the overall pattern of political ads on social media and uses sets of machine learning methods to conduct sentiment analysis on these ads to classify the negative ads. A novel approach is applied that uses AI image recognition to study the image data. Through data visualization, this research shows that negative advertising is still the minority, Republican advertisers and third party organizations are more likely to engage in negative advertising than their counterparts. Based on ordinal regressions, this study finds that anger evoked information-seeking is one of the main mechanisms causing negative ads to be more engaging and effective rather than the negative bias theory. Overall, this study provides a unique understanding of political advertising on social media by applying innovative data science methods. Further studies can extend the findings, methods, and datasets in this study, and several suggestions are given for future research.