I am trying to study the GBM package in R.
I. I wanted to try and figure out where the deviance, initial value, gradient and terminal node estimates came from. Please see this snippet:
To start out, I was not sure where the Bernoulli deviance came from. I expected that the deviance, would be -2 multiplied by the log-likelihood
, ignoring the weight variable w. Can anyone suggest what I am doing (or missing) wrong to dervive what is shown in GBM?
II. I was also confused on where the terminal node estimates came from?
Any help is very appreciated!