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Discussion on: I wanna start learning about Machine Learning. From where should I start?

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Will F

Here's a free book (revolves mainly around the supervised learning problem) that was written by a few really articulate folks @ USC and UCSD. The book implements R.

Also, as mentioned already, Andrew Ng has put together a lot a fabulous resources @ Stanford.

Lastly, never hesitate to check Wikipedia for info, sometimes it can be very helpful.