Pattern Recognition and Machine Learning (PRML) is absolutely recommended. Available for free as well! [1] The Elements of Statistical Learning (ESL) [2] is al

Pattern Recognition and Machine Learning (PRML) is absolutely recommended. Available for free as well! [1] The Elements of Statistical Learning (ESL) [2] is also a very reputable source. They also make a good pair: PRML has a Bayesian approach while ESL is traditionally frequentist. [1] http://users.isr.ist.utl.pt/~wurmd/Livros/school/Bishop%20-%20Pattern%20Recognition%20And%20Machine%20Learning%20-%20Springer%20%202006.pdf http://users.isr.ist.utl.pt/~wurmd/Livros/school/Bishop%20-%... [2] https://web.stanford.edu/~hastie/ElemStatLearn/ https://web.stanford.edu/~hastie/ElemStatLearn/