C. Bishop. Pattern Recognition and Machine Learning. Springer, 2008.
T. Hastie, R. Tibshirani, and J. Friedman.
The Elements of Statistical Learning. Springer, 2008
(pdf)
T. Mitchell. Machine Learning. McGraw-Hill, 1997.
D. MacKay. Information Theory, Inference and learning Algorithms.
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(pdf)
R. Duda, P. Hart, and D. Stork. Pattern Classifcation. Wiley, 2001.
K. Murphy. Machine Learning, MIT Press, 2012. (the second edition is more comprehensive and now released)