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Last active August 29, 2015 14:09
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Q: what book should i use to learn ML?
A: use several, and find the one that speaks to you.
the list below assumes you know a bit of math but
are not very mathematical, and are interested in learning
enough to be practical. that is, it is not at the
mathematical level of MIJ's alleged list
(cf. https://news.ycombinator.com/item?id=1055389 )
my advice is to read the same thing discussed in several
books, and you will find that the 3rd or 4th (or sometimes
5th) different way of saying the same thing speaks to you.
you should start with a book close to your training.
i hope to add more books to this list but briefly
1. if you were raised in statistics, start with ESL
http://www.amazon.com/gp/product/0387848576
(available for free: http://statweb.stanford.edu/~tibs/ElemStatLearn/ )
2. if you were raised in physics, Start with Bishop
http://www.amazon.com/gp/product/0387310738
2.5 unless you really love statistical physics or information theory, then MacKay might be an easier point of entry
http://www.amazon.com/gp/product/0521642981
3. if you were raised in CS, start with Kevin Murphy
http://www.amazon.com/Machine-Learning-Probabilistic-Perspective-Computation/dp/0262018020
4. if you're more mathematical than the above, but not a mathematician,
start with Mohri
http://www.amazon.com/gp/product/026201825X
5. if you're a mathematician, go to MIJ's list.
@djhsu
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djhsu commented Nov 22, 2014

MacKay's text is also available online: http://www.inference.phy.cam.ac.uk/mackay/itprnn/book.html

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