David MacKay's landing page: http://www.inference.phy.cam.ac.uk/mackay/itila/ http://www.inference.phy.cam.ac.uk/mackay/itila/ Other formats are available alon

David MacKay's landing page: http://www.inference.phy.cam.ac.uk/mackay/itila/ http://www.inference.phy.cam.ac.uk/mackay/itila/ Other formats are available along with some other information. David's course and drafts of this book were my introduction to machine learning. It starts out very accessible (for those with maths at undergraduate science-subject level or a very good high-school), and also contains more dense advanced material later on. This is a book with hidden gems throughout that you can return to many times.