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@@ -1704,41 +1704,47 @@ at the internal nodes, and the predictions at the terminal nodes.
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To better understand what happens, let us develop the steps for the iterative fitting using the above squared error function.
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For simplicity we assume also that our functions $b(x;\gamma)=\gamma_0+\gamma_1 x$, with $\gamma_0$ and $\gamma_1$ as the parameters to be determined.
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For simplicity we assume also that our functions $b(x;\gamma)=1+\gamma x$.
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This means that for every iteration, we need to optmize
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!bt
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\[
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(\beta_m,\gamma_m) \mathrm{argmin}_{\beta,\gambda}\hspace{0.2cm} \sum_{i=0}^{n-1}(y_i-f_{m-1}(x_i)-\beta b(x;\gamma))^2\sum_{i=0}^{n-1}(y_i-f_{m-1}(x_i)-\beta(\gamma_0+\gamma_1 x_i))^2.
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\[
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(\beta_m,\gamma_m) \mathrm{argmin}_{\beta,\lambda}\hspace{0.1cm} \sum_{i=0}^{n-1}(y_i-f_{m-1}(x_i)-\beta b(x;\gamma))^2=\sum_{i=0}^{n-1}(y_i-f_{m-1}(x_i)-\beta(1+\gamma x_i))^2.
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\]
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!et
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We start our iteration by simply setting $\f_0(x)=0$.
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We start our iteration by simply setting $f_0(x)=0$.
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Taking the derivatives with respect to $\beta$ and $\gamma$ we obtain
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!bt
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\[
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\frac{\partial {\cal C}}{\partial \beta} = -2\sum_{i}(\gamma_0+\gamma_1 x_i)(y_i-\beta(\gamma_0+\gamma_1 x_i))=0,
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\frac{\partial {\cal C}}{\partial \beta} = -2\sum_{i}(1+\gamma x_i)(y_i-\beta(1+\gamma x_i))=0,
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\]
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!et
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and
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!bt
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\[
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\frac{\partial {\cal C}}{\partial \gamma_0} =-2\sum_{i}\beta(y_i-\beta(\gamma_0+\gamma_1 x_i))=0,
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\frac{\partial {\cal C}}{\partial \gamma} =-2\sum_{i}\beta x_i(y_i-\beta(1+\gamma x_i))=0.
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\]
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!et
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and
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We can then rewrite these equations as (defining $w_i=1+\gamma x_i)$
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!bt
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\[
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\frac{\partial {\cal C}}{\partial \gamma_1} = =-2\sum_{i}\beta x_i(y_i-\beta(\gamma_0+\gamma_1 x_i))=0.
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\gamma \bm{w}^T(\bm{y}-\beta\gamma \bm{w})=0,
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\]
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!et
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which gives us $\beta = \bm{w}^T\bm{y}/(\bm{w}^T\bm{w})$. Similarly we have
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!bt
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\[
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\beta\gamma \bm{x}^T(\bm{y}-\beta(1+\gamma \bm{x}))=0,
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\]
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!et
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which leads $\gamma =(\bm{x}^T\bm{y}-\beta\bm{x}^T\em{e})/(\beta\bm{x}^T\bm{x})$. Inserting
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for $\beta$ gives us an equation for $\gamma$.
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!split
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===== Finding the Optimal Parameters =====
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With these equations we can then in turn find the parameters $\beta_1$ and $\gamma_0^{1}$ and $\gamma_1^1$ as
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The solution to these two equations gives us in turn $\beta_1$ and $\gamma_1$ leading to the new expression for $f_1(x)$ as
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$f_1(x) = \beta_1(1+\gamma_1x)$. Doing this $M$ times results in our final estimate for the function $f$.
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