The best introductory book and also the most cohesive one is "Learning from Data" from Yaser Abu-Mostafa, accompanied by great video lectures: http://amlbook.c

The best introductory book and also the most cohesive one is "Learning from Data" from Yaser Abu-Mostafa, accompanied by great video lectures: http://amlbook.com/ http://amlbook.com/ It differs from other books in that all the material is treated from the unified perspective of statistical learning theory and VC dimension, as a result the book feels less like a hodgepodge of unrelated techniques and more like an introduction to a coherent field. Hastie and Tibshirani also have a new, less demanding mathematically book out: http://www.amazon.com/Introduction-Statistical-Learning-Applications-Statistics/dp/1461471370/ref=sr_1_1?s=books&ie=UTF8&qid=1378737829&sr=1-1 http://www.amazon.com/Introduction-Statistical-Learning-Appl...