[scikit-learn] what is "value" in the nodes of trees in a gbm?

[Sole Galli]

Hello everyone,

I am trying to interpret the outputs of gradient boosting machines sample per sample.

What does the "value" in each node of each tree in a gbm regressor mean?

[Untitled.png]

In random forests, value is the mean target value of the observations seen at that node. At the top node it is usually the mean target value of the train set (or bootstrapped sample). As it goes down the leaves it is the mean target value of the samples at each child.

But in gradient boosting machines it is different. And I can't decipher how it is calculated.

I expected the value in the first tree at the top node to be zero, because the residuals of the first tree are zero. But it is not exactly zero.

In summary, how is the value at each node / tree calculated?

Thanks a lot!!!

Warm regards,
Sole

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