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* [Reinforcement Learning: An Introduction](http://webdocs.cs.ualberta.ca/~sutton/book/ebook/the-book.html)
* [A First Encounter with Machine Learning](https://www.ics.uci.edu/~welling/teaching/ICS273Afall11/IntroMLBook.pdf) (PDF)
* [Learning Deep Architectures for AI](http://www.iro.umontreal.ca/~bengioy/papers/ftml_book.pdf) (PDF)
* [Machine Learning, Neural and Statistical Classification](http://www1.maths.leeds.ac.uk/~charles/statlog/whole.pdf) (PDF) or [online version](http://www1.maths.leeds.ac.uk/~charles/statlog/) - This book is based on the EC (ESPRIT) project StatLog.
####Mathematics
* [Think Bayes: Bayesian Statistics Made Simple](http://www.greenteapress.com/thinkbayes/) - Allen B. Downey