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

    https://github.com/apache/spark/pull/4906#discussion_r26179907
  
    --- Diff: 
mllib/src/main/scala/org/apache/spark/mllib/tree/model/treeEnsembleModels.scala 
---
    @@ -108,6 +110,53 @@ class GradientBoostedTreesModel(
       }
     
       override protected def formatVersion: String = 
TreeEnsembleModel.SaveLoadV1_0.thisFormatVersion
    +
    +  /**
    +   * Method to compute error or loss for every iteration of gradient 
boosting.
    +   * @param data: RDD of [[org.apache.spark.mllib.regression.LabeledPoint]]
    +   * @param loss: evaluation metric.
    +   * @return an array with index i having the losses or errors for the 
ensemble
    +   *         containing trees 1 to i + 1
    +   */
    +  def evaluateEachIteration(
    +      data: RDD[LabeledPoint],
    +      loss: Loss) : Array[Double] = {
    +
    +    val sc = data.sparkContext
    +    val remappedData = algo match {
    +      case Classification => data.map(x => new LabeledPoint((x.label * 2) 
- 1, x.features))
    +      case _ => data
    +    }
    +    val initialTree = trees(0)
    +    val numIterations = trees.length
    +    val evaluationArray = Array.fill(numIterations)(0.0)
    +
    +    // Initial weight is 1.0
    +    var predictionErrorModel = remappedData.map {i =>
    --- End diff --
    
    predictionErrorModel is an odd name (model?).  I'd rename it to 
predictionAndError and possibly add an explicit type for clarity.


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