• Hastie, Tibshirani, Friedman, The Elements of Statistical Learning: Data Mining, Inference and Prediction, Springer 2009.
• James, Witten, Hastie, Tibshirani, An Introduction to Statistical Learning (with applications in R), Springer 2013.
• Hastie, Tibshirani, Wainwright, Statistical Learning with Sparsity: the lasso and generalizations, CRC Press, 2016.
• Mackay, Information Theory, Inference, and Learning Algorithms,  Cambridge University Press.
• Rasmussen and Williams, Gaussian Processes for Machine Learning, MIT Press, 2006
• Stanford CS 229 Course: Machine Learning (Lecture videos available on Youtube)

CS229: Machine Learning