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To tag onto this, I found "Learning from Data" [0] by Abu Mastafa to be a great intro to the field. It's not heavy on the math, but it doesn't gloss over it either

[0]:http://www.amazon.com/Learning-From-Data-Yaser-Abu-Mostafa/d...

Have to agree. And it's very inexpensive because Yaser refused to give-in to academic publishers, who would've charged the typical $70-80, and self-published so he could offer it for less than half the cost.

Not only is the book great, but his lectures are PHENOMENAL. He breaks concepts down in such a careful, accessible way. Its a bit late to join the online course, but you can see all the lectures on YouTube (work.caltech.edu/telecourse.html) or iTunesU (I prefer the latter, using the app on iOS - awesome b/c you can bookmark and record notes at those marks - otherwise I notice these video types of courses are way less useful - no way to review - wish Coursera/Udacity/EdX had that feature.)

Yaser is an awesome guy btw - he's very active on the forum (see the link from the above caltech site - on right hand side). He is very gracious with his time - I'm not a CalTech student, and yet he has answered all my questions and even helped me find a tutor for the course that was a previous student at CalTech (I live in Pasadena). He truly cares - and that comes off in the lectures as well. Enjoy!

Agreed with everything you said. Only thing that's missing from his lectures are the homework assignments, which are only available to those who signed up for the online course (signups are closed now), and I can't even make a post about it on the forums, because I don't have the book. :(

I take notes on all videos with http://videonot.es

Unfortunately Amazon won't ship this book outside of the United States.

You should be able to get (illegal) PDFs of most popular books with a simple Google search. I found a PDF of the ML book I mentioned earlier as the top result on Google for "<name of book> pdf".

Admittedly epub is a better format, because it naturally reflows on smaller screens, but "free" epubs are harder to come across. I've been thinking of converting some really good PDFs that I have, to ePub myself, but just haven't gotten around to it yet.

Actually, according to the authors' website (http://amlbook.com/), Amazon does ship the Learning from Data book to many different countries outside the US.

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