I am aware how GB classifiers are constructed as regression trees and predictions are made, but not sure how the initial tree and node splitting for it is done.
Can someone please explain how the first tree in GBM (classifier) is constructed, and how the node splitting criteria for the first tree is decided. I am not sure, what we are predicting for the first tree (even assuming a constant is initialized, how gradient of loss are computed from the constant).
If mse is the node split criteria, what is it composed of (I mean, squared difference of what values??). Thank you.