Probabilistic Graphical Models by Koller & Friedman. In anything statistics and ML related, being able to deal with complicated probabilitistic things that are

Probabilistic Graphical Models by Koller & Friedman. In anything statistics and ML related, being able to deal with complicated probabilitistic things that are all related is really useful. This book gives you that toolkit. It's a "strong foundations" kind of book, rather than a bunch of methods you'll use directly.