Someone at work recently asked how he should go about studying machine learning on his own. So I’m putting together a little guide. This post will be a living document…I’ll keep adding to it, so please suggest additions and make comments.

Fortunately, there’s a ton of great resources that are free and on the web. The very best way to get started that I can think of is to read chapter one of The Elements of Statistical Learning: Data Mining, Inference, and Prediction (2009 edition). The pdf is available online. Or buy the book on Amazon here, if you prefer.

Once you’ve read the first chapter, download R. R is an open-source statistics package/language that’s quite popular. Never heard of it? Check out this post (How Google and Facebook are using R).

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