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Nassim Nicholas Taleb (Author / )
Very comprehensive, sufficiently technical to get most of the plumbing behind machine learning. Very useful as a reference book (actually, there is no other complete reference book).
The authors are the real thing (Tibshirani is the one behind the LASSO regularization technique). Uses some mathematical statistics without the burdens of measure theory and avoids the obvious but complicated proofs.
I own two copies of this edition, one for the office, one for my house, and the authors generously provide the PDF for travelers like me.
This book describes the important ideas in a variety of fields such as medicine, biology, finance, and marketing in a common conceptual framework. While the approach is statistical, the emphasis is on concepts rather than mathematics. Many examples are given, with a liberal use of colour graphics. It is a valuable resource for statisticians and anyone interested in data mining in science or industry. The book's coverage is broad, from supervised learning (prediction) to unsupervised learning.
The many topics include neural networks, support vector machines, classification trees and boosting---the first comprehensive treatment of this topic in any book. This major new edition features many topics not covered in the original, including graphical models, random forests, ensemble methods, least angle regression & path algorithms for the lasso, non-negative matrix factorisation, and spectral clustering. There is also a chapter on methods for wide' data (p bigger than n), including multiple testing and false discovery rates.
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