I've been impressed in recent months by the number and quality of free datascience/machine learning books available online. I don't mean free as in some guy paid for a PDF version of an O'Reilly book and then posted it online for others to use/steal, but I mean genuine published books with a free online version sanctioned by the publisher. That is, "the publisher has graciously agreed to allow a full, free version of my book to be available on this site."
Here are a few in my collection:
- Mining of Massive datasets by Rajamaran, Leskovic & Ullman
- Bayesian Reasoning and Machine Learning by David Barber [website]
- Information Theory, Inference, and Learning Algorithms by David J.C. Mackay
- Foundations of Statistical Natural Language Processing by Manning & Schütze
- Data Jujitsu by D.J. Patil
- Building Data Science Teams by D.J. Patil
Update [12/27/12]: adding in some additions from a hacker news discussion and the comments below (thanks guys):
- Introduction to Information Retrieval, by Manning, Raghavan and Schütze
- A first encounter with machine learning by Welling
- Gaussian processes for Machine Learning by C.E. Rasmussen
- The Elements of Statistical Learning, by Hastie, Tibshirani, Friedman -- grandaddy of them all
- Introduction to Machine Learning by Smola, Vishwanathan
- Think Bayes by Downey
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