This is a list of textbooks about machine learning which are (a) really good, and (b) free on the web.
- The Elements of Statistical Learning: Data Mining, Inference, and Prediction, by Trevor Hastie, Robert Tibshirani, and Jerome Friedman (deep coverage of an important subset of the field)
- Information Theory, Inference, and Learning Algorithms, by David MacKay (very mathematical approach, excellent but hard core)
- Reinforcement Learning: An Introduction, by Richard S. Sutton and Andrew G. Barto (dated, but the bible of reinforcement learning)
- Bayesian Reasoning and Machine Learning, by David Barber (incomplete coverage of the field, but solid and accessible and includes Octave/Matlab code)
- Machine Learning by Simon Rogers (I will be using some of the chapters as lecture notes)
- Introduction to Machine Learning: Draft of Incomplete Notes by Nils J. Nilsson (excellent writer; his earlier book on AI saved my bacon; slightly dated)