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All of these resources have been hugely useful to me. Many of them I refer to on a regular basis.

Deep Learning

Ian Goodfellow, Yoshua Bengio and Aaron Courville.

A concise, approachable and thorough theoretical explanation of machine learning concepts (bias&variance, underfitting&overfitting, model generalisation, regularisation, consistency etc.) and the mathematics of neural networks.

The full text is available (completely free) online at http://www.deeplearningbook.org/

Bandit Algorithms for Website Optimization

John Miles White.

A clear introduction to algorithms for solving the multi-armed bandit problem (balancing exploration and exploitation within a system with many levers), with full implementations in python.

Statistical Methods for Recommender Systems

Deepak K. Agarwal & Bee-Chung Chen

A thorough, concise and masterful introduction to the theory of recommender systems, with a lot of insight into their practical implementation.

Regression Modeling Strategies

Frank E. Harrell, Jr.

The definitive textbook on regression modelling. A meticulous and unambiguous guide, with every piece of advice in it strongly defended by convincing logic and ample evidence.

Statistical Rethinking

Richard McElreath.

A conversational and alternative, yet masterful, introduction to Bayesian statistics by a teacher who clearly has an absolute grasp of his subject.

The complete lecture series (which follows the book) is made available every year by the author on his you-tube channel (https://www.youtube.com/watch?v=4WVelCswXo4&list=PLDcUM9US4XdNM4Edgs7weiyIguLSToZRI).

Introduction to Statistical Learning & Elements of Statistical Learning

ISLR: Gareth James, Daniela Witten, Trevor Hastie, Robert Tibshirani.

Elements: Trevor Hastie, Robert Tibshirani, Jerome Friedman.

Both books are amazing resources for machine-learning concepts and algorithms. I have seen content from both books appear in university courses in many different countries. ISLR is an introductory text, while Elements of Statistical Learning is a thorough and advanced treatment of the topics.

The full text for ISLR is available (completely free) online at http://faculty.marshall.usc.edu/gareth-james/ISL/

Accompanying lectures to the ISLR are available for free at https://www.r-bloggers.com/in-depth-introduction-to-machine-learning-in-15-hours-of-expert-videos/

The full text for Elements of Statistical Learning is available (completely free) online at https://web.stanford.edu/~hastie/ElemStatLearn/

Forecasting: Principles and Practice (2nd edition)

Rob J Hyndman & George Athanasopoulos.

A very high-level introduction to a multitude of algorithms and tools for dealing with time series data, with code implementations in R.

The full text is available (completely free) online at https://otexts.com/fpp2/

Rob Hyndman’s website https://robjhyndman.com/ is itself a wealth of time-series resources.

Neural Networks & Deep Learning

Michael Nielsen.

A stimulating, practical and digestible introduction to deep learning. It has a very similar progression of content to the book Deep Learning by Goodfellow et al., but it contains code implementations in python (which the book does not have).

The full text is available (completely free) online at http://neuralnetworksanddeeplearning.com/

R for Statistical Learning

David Dalpiaz.

The text of this book is an augmented version of the book I.S.L.R (Hastie, Tshibirani et al) with extra content, simulation examples and R code. It was created for a university statistics course at the University of Illinois at Urbana-Champaign.

The full text is available (completely free) online at https://daviddalpiaz.github.io/r4sl/

Introduction to Empirical Bayes: Examples from Baseball Statistics

David Robinson.

An intuitive approach to Empirical Bayes, providing algorithms that are immediately useful to a practitioner.

3Blue1Brown

Grant Sanderson.

https://www.3blue1brown.com/

An invaluable resource for understanding principles from mathematics and statistics.

Concepts are illustrated with the aid of incredible custom visualisations.

The linear algebra video series in particular helped me to develop a proper understanding of important concepts such as span, linear transformations and eigenvectors.

Stanford University Lecture 42 — Content Based Recommendations

A very clear introduction to content based filtering for recommender systems.

Available at: https://www.youtube.com/watch?v=2uxXPzm-7FY

I haven’t watched the other lectures in the lecture series, but I am sure that they will also be very good.