I am a big fan of Murphy's ML book [1]. [1] https://smile.amazon.com/Probabilistic-Machine-Learning-Introduction-Computation/dp/0262046822?sa-no-redirect=1 htt

I am a big fan of Murphy's ML book [1]. [1] https://smile.amazon.com/Probabilistic-Machine-Learning-Introduction-Computation/dp/0262046822?sa-no-redirect=1 https://smile.amazon.com/Probabilistic-Machine-Learning-Intr... It covers almost all the math you'd need to start doing ML research. I find it to be the ideal 'one book to rule them all' book for CS people in ML. Although, pure math grads in ML might find the book to not go deep enough.