Two free books that I haven't seen mentioned, that are from more of a stats perspective * James, Witten, Hastie, and Tibshirani's An Introduction to Statistica

Two free books that I haven't seen mentioned, that are from more of a stats perspective * James, Witten, Hastie, and Tibshirani's An Introduction to Statistical Learning, with Applications in R http://www-bcf.usc.edu/~gareth/ISL/ http://www-bcf.usc.edu/~gareth/ISL/ * Hastie, Tibshirani, and Freedman's Elements of statistical learning (more advanced) http://statweb.stanford.edu/~tibs/ElemStatLearn/ http://statweb.stanford.edu/~tibs/ElemStatLearn/