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Given your math bent expecially analysis, I would recommend you start with Luc Devroye, follow it up with Vapnik. These are a bit dated but still very relevant.
by srean 8y ago
Given your math bent expecially analysis, I would recommend you start with Luc Devroye, follow it up with Vapnik. These are a bit dated but still very relevant. After these two go with Alex Smola and Bernard Scholkopf. The books that have been suggested to you so far aren't bad but with high fluff to meat ratio, not meant for a reader like you. If you have function analysis in your bag you will feel right at home with the books I suggested. Deep NN are much in the news, but on the math side of the practice of DNN, there is not much to it apart from chain rule for differentiation.
- poster123 8y agoThanks for the recommendations. Devroye wrote several books, and I assume the one being mentioned is "A Probabilistic Theory of Pattern Recognition".
- srean 8y agoYes that's the one I had in mind. His other books are also very good, but are more specialized. You may also enjoy graycat's comments on HN. He know his math but is contrarian about machine learning but its good to have that view point.
- poster123 8y agoThe book "A Probabilistic Theory of Pattern Recognition" by Devroye, Györfi and Lugosi is available from the site of Gyorfi at http://www.szit.bme.hu/~gyorfi/pbook.pdf http://www.szit.bme.hu/~gyorfi/pbook.pdf .