It's an ad that came along with an app you have installed, sadly.
First thought - disable PEEL Remote. That one was notorious for throwing second lockscreens and it's a "built in" app on the Note 4 (at least the AT&T variant, cannot speak for others).
Second thought - if you have any cleaners, memory optimizers, and the like, uninstall them immediately - those apps (especially from Cheetah Software) are not only useless but often come with heavy intrusive ad payloads like that.
Also, ES File Explorer added a lockscreen ad a while back. That one could be disabled in the app under settings but I just uninstalled it and found a different app.
But those are just a few of the many apps that could be doing it. Think about what apps you have installed recently and which ones have updated themselves recently.