Github user MechCoder commented on a diff in the pull request:

    https://github.com/apache/spark/pull/5330#discussion_r27767011
  
    --- Diff: 
mllib/src/main/scala/org/apache/spark/mllib/tree/GradientBoostedTrees.scala ---
    @@ -195,17 +195,24 @@ object GradientBoostedTrees extends Logging {
         baseLearners(0) = firstTreeModel
         baseLearnerWeights(0) = 1.0
         val startingModel = new GradientBoostedTreesModel(Regression, 
Array(firstTreeModel), Array(1.0))
    -    logDebug("error of gbt = " + loss.computeError(startingModel, input))
    +
    +    var predError: RDD[(Double, Double)] = GradientBoostedTreesModel.
    +      computeInitialPredictionAndError(input, 1.0, firstTreeModel, loss)
    +    logDebug("error of gbt = " + predError.values.mean())
     
         // Note: A model of type regression is used since we require raw 
prediction
         timer.stop("building tree 0")
     
    -    var bestValidateError = if (validate) loss.computeError(startingModel, 
validationInput) else 0.0
    +    var validatePredError: RDD[(Double, Double)] = 
GradientBoostedTreesModel.
    +      computeInitialPredictionAndError(validationInput, 1.0, 
firstTreeModel, loss)
    +    var bestValidateError = if (validate) validatePredError.values.mean() 
else 0.0
         var bestM = 1
     
         // psuedo-residual for second iteration
    -    data = input.map(point => LabeledPoint(loss.gradient(startingModel, 
point),
    -      point.features))
    +    data = predError.zip(input).map {
    +      case ((pred, _), point) =>  LabeledPoint(loss.gradient(pred, 
point.label), point.features)
    --- End diff --
    
    Got it. Thanks a lot for the intuitive explanation.


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