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.