I'd recommend the following two (both free online): The Elements of Statistical Learning: http://www-stat.stanford.edu/~tibs/ElemStatLearn/ http://www-stat.sta

I'd recommend the following two (both free online): The Elements of Statistical Learning: http://www-stat.stanford.edu/~tibs/ElemStatLearn/ http://www-stat.stanford.edu/~tibs/ElemStatLearn/ Second, while focused on computer vision, has great intro to probability and learning: Computer Vision: Models, Learning, and Inference http://computervisionmodels.com/ http://computervisionmodels.com/