We consider the problem of discriminatively learning restricted Boltzmann machines in the presence of relational data. Unlike previous approaches that employ a rule learner (for structure learning) and a weight learner (for parameter learning) sequentially, we develop a gradient-boosted approach that performs both simultaneously. Our approach learns a set of weak relational regression trees, whose paths from root to leaf are conjunctive clauses and represent the structure, and whose leaf values represent the parameters. When the learned relational regression trees are transformed into a lifted RBM, its hidden nodes are precisely the conjunctive clauses derived from the relational regression trees. This leads to a more interpretable and explainable model. Our empirical evaluations clearly demonstrate this aspect, while displaying no loss in effectiveness of the learned models.