This is a broad but thorough intermediate level course of statistical machine learning, emphasising the mathematical, statistical, and computational aspects.
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COMP8600/4670 Statistical Machine Learning
at the Australian National University
https://sml-anu.github.io
Course info and key logistics
A list of frequently asked questions is here.
Current text book and references:
(PRML) Christopher M. Bishop: Pattern Recognition and Machine, Springer, 2006 (selected parts), available here
We also recommend:
- (MML) Deisenroth, Faisal, and Ong, Mathematics for Machine Learning. Cambridge University Press.
- (MLStory) Moritz Hardt and Benjamin Recht, Patterns, Predictions and Actions: A story about machine learning
- MacKay, Information Theory, Inference, and Learning Algorithms, Cambridge University Press
- (PML) Murphy, Probabilistic Machine Learning: An Introduction, MIT Press, 2021