Having taken some courses from David and others at UCL recently, I'm a big fan of this. The Bayesian modelling perspective I think is very useful if you're int

Having taken some courses from David and others at UCL recently, I'm a big fan of this. The Bayesian modelling perspective I think is very useful if you're interested in machine learning as more than just a collection of clever algorithms and optimisation techniques to throw at a problem and see what sticks. (Not that this isn't useful sometimes...) It provided a lot of motivation and unifying intuition for me anyway. The elegance of having a nice statistical model doesn't come for free though, there are some tricky computational issues associated with inference in many Bayesian models. The book covers them in some depth and seems quite a useful reference into the state of the art as well as a nice introduction to the area.