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Form my own journey I would say that a good place to start for graphical models might be "Bayesian Reasoning and Machine Learning" by Barber. It's free (http://web4.cs.ucl.ac.uk/staff/D.Barber/pmwiki/pmwiki.php?n=...). I haven't read through it, but I've heard good things. However, it doesn't cover some basic things like SVM, RVM, Neural Networks...

For those I'd suggest "Pattern Recognition and Machine Learning" by Bishop. I've read throughout this and it's really well organized and thought out. For more mathematically advanced ML stuff I'd suggest "Foundations of Machine Learning" by Mohri. For a good reference for anything else I'd suggest "Machine Learning: A Probabilistic Perspective" by Murphy. For more depth on graphical models look at "Probabilistic Graphical Models: Principles and Techniques" by Koller.

On the NLP front there's the standard texts "Speech and Language Processing" by Jurafsky and "Foundations of Statistical Natural Language Processing" by Manning.

I also like "An Introduction to Statistical Learning" by James, Witten, Hastie and Tibshirani.



I skimmed over Mohri's book and I think the topics it covers are quite narrow.

For mathematical foundations of ML, I would recommend the book "Understanding Machine Learning: From Theory to Algorithms" by Shai Shalev-Shwartz.

A brief version of the book is available to download on the author's website: http://www.cs.huji.ac.il/~shais/Handouts.pdf


Yes, Mohri's book takes a strong learning theory approach.

At the same time, it's the only book I've seen that covers online learning well. Can you think of any others?




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