If you really want to learn the fundamental underpinnings of machine learning, you will need a strong background in probability and stochastic processes. I woul

If you really want to learn the fundamental underpinnings of machine learning, you will need a strong background in probability and stochastic processes. I would suggest Python (or MATLAB if you can get access to it) to learn how different methods works. That way you can separate mathematical issues from programming issues. As far as courses go, you should be looking for courses in Liner Algebra, Numerical Computation/Optimization (Convex, Nonlinear), Statistical Inference, Stochastic Processes. Good References: 1) Elements of Statistical Learning - Hastie, Tibshirani and Friedman 2) Pattern Classification - Duda, Hart and Stork 3) Pattern Recognition - Theoridis, Koutroumbas 4) Machine Learning - Tom Mitchell 5) http://videolectures.net/Top/Computer_Science/Machine_Learning/ http://videolectures.net/Top/Computer_Science/Machine_Learni...