Kdnuggets推荐10本机器学习和数据科学书籍

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1. Think Stats: Probability and Statistics for Programmers.《统计思维：程序员数学之概率统计》

By Allen B. Downey

Introduction：Think Stats is an introduction to Probability and Statistics for Python programmers.

Think Stats emphasizes simple techniques you can use to explore real data sets and answer interesting questions. The book presents a case study using data from the National Institutes of Health. Readers are encouraged to work on a project with real datasets.
Think Stats 是一本写给码畜们的关于概率与统计学的初阶介绍类书籍。这本书主要是介绍一些可以用来处理实际数据和讨论相关问题的基本方法。这本书讨论了一个基于美国国家卫生研究院（National Institutes of Health）数据的实际案例，来开展相关话题和知识点的讨论。这本书鼓励读者们去做一些基于真实数据集的project。
书籍链接：http://www.greenteapress.com/thinkstats/thinkstats.pdf

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2. Probabilistic Programming & Bayesian Methods for Hackers《贝叶斯方法:概率编程与贝叶斯推断》

By Cam Davidson-Pilon

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Introduction：An intro to Bayesian methods and probabilistic programming from a computation/understanding-first, mathematics-second point of view.

The Bayesian method is the natural approach to inference, yet it is hidden from readers behind chapters of slow, mathematical analysis. The typical text on Bayesian inference involves two to three chapters on probability theory, then enters what Bayesian inference is. Unfortunately, due to mathematical intractability of most Bayesian models, the reader is only shown simple, artificial examples. This can leave the user with a so-what feeling about Bayesian inference. In fact, this was the author’s own prior opinion.

这本书相比于数学更注重与对贝叶斯方法论（Bayesian Method）和概率性编程的理解。贝叶斯方法论是对数学分析自然而然的估计与推论，然而贝叶斯方法论的推理非常繁杂难懂。一般情况下，关于贝叶斯推论的关键内容主要建立在概率论的两三个章节上，之后才会是真正讲解什么是贝叶斯推论。然而，按照这种讲解构架，由于贝叶斯的一些数学部分实在是很难被掌握，通常的书里只会介绍几个简单的，人为编造的案例。这些不符合真实世界的例子会让读者们有一种对于贝叶斯推论有一种 “so what” 的情绪。读者们无法认知到贝叶斯推论的重要性和实用性。事实上，这种想法只是其他作者最开始接触贝叶斯的初始理解而已。
书籍链接：http://camdavidsonpilon.github.io/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers/

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3. Understanding Machine Learning: From Theory to Algorithms《深入理解机器学习:从原理到算法》

By Shai Shalev-Shwartz & Shai Ben-David

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Introduction：Machine learning is one of the fastest growing areas of computer science, with far-reaching applications. The aim of this textbook is to introduce machine learning, and the algorithmic paradigms it offers, in a principled way. The book provides a theoretical account of the fundamentals underlying machine learning and the mathematical derivations that transform these principles into practical algorithms. Following a presentation of the basics, the book covers a wide array of central topics unaddressed by previous textbooks. These include a discussion of the computational complexity of learning and the concepts of convexity and stability; important algorithmic paradigms including stochastic gradient descent, neural networks, and structured output learning; and emerging theoretical concepts such as the PAC-Bayes approach and compression-based bounds.

机器学习是近几年来计算机领域里蹿红最快也确实有很多广泛应用的“小鲜肉”。 这本书的编写要义在于给读者一个原则性的对机器学习的介绍以及其联系到的算法案例。这本书介绍了如何通过实用且基本的机器学习和数学推导，来将原理转换为实际算法的理论解释。除了对于最基本东西的解释论述，这本书还包括了之前那些书目中没有提到的重要的课题。课题包括：计算机学习的计算复杂度，稳定性和凸性(convexity)的概念，随机梯度下降、神经网络和有结构的输出式学习的重要算法范例，以及 PAC-Bayes 和 compression-based bounds 等新兴概念。

书籍链接：http://www.cs.huji.ac.il/~shais/UnderstandingMachineLearning/

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4. The Elements of Statistical Learning《统计学习要点》

By Trevor Hastie, Robert Tibshirani & Jerome Friedman

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Introduction：This book descibes the important ideas in these areas in a common conceptual framework. While the approach is statistical, the emphasis is on concepts rather than mathematics. Many examples are given, with a liberal use of color graphics. It should be a valuable resource for statisticians and anyone interested in data mining in science or industry. The book’s coverage is broad, from supervised learning (prediction) to unsupervised learning. The many topics include neural networks, support vector machines, classification trees and boosting–the first comprehensive treatment of this topic in any book.

本书在大家都认知的一个基础框架上论述了在统计学领域上的一些重要的理论。尽管这本书的最主要主题是要讨论统计学知识，但它的重心却没有落在数学理论上。这本书为读者们提供了很多彩色插图和案例说明来阐明知识论点。这本书不仅仅对于统计学家来说很有价值，它对致力于科学工业进行数据挖掘的有志之士也有很大的阅读价值。这本书的知识网非常的广，从监督式学习（预测）到非监督式学习都有一定的设计。同时书中还提到了神经网络，支持向量机，分级树和分级助推（这是相关话题在所有书籍中第一次被综合讨论）之类的其他话题。

书籍链接：http://statweb.stanford.edu/~tibs/ElemStatLearn/printings/ESLII_print10.pdf

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5. An Introduction to Statistical Learning with Applications in R《统计学习导论:基于R应用》

By Gareth James, Daniela Witten, Trevor Hastie and Robert Tibshirani

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Introduction：This book provides an introduction to statistical learning methods. It is aimed for upper level undergraduate students, masters students and Ph.D. students in the non-mathematical sciences. The book also contains a number of R labs with detailed explanations on how to implement the various methods in real life settings, and should be a valuable resource for a practicing data scientist.

这本书对于统计学习基础方法的介绍。这本书是写给非数学专业的大三大四本科生，研究生和博士生的。这本书包括了很大量的R语言的实例。这些实例都附有如何将统计方法使用进真实世界情形设置的详细解释。这些资源对于想要成为优秀的数据科学家的人来说是很有实际练习价值的。Think Stats 是一本写给码畜们的关于概率与统计学的初阶介绍类书籍。这本书主要是介绍一些可以用来处理实际数据和讨论相关问题的基本方法。这本书讨论了一个基于美国国家卫生研究院（National Institutes of Health）数据的实际案例，来开展相关话题和知识点的讨论。这本书鼓励读者们去做一些基于真实数据集的project。
书籍链接：http://www-bcf.usc.edu/~gareth/ISL/

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6. Foundations of Data Science

By： Avrim Blum, John Hopcroft, and Ravindran Kannan

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Introduction：While traditional areas of computer science remain highly important, increasingly researchers of the future will be involved with using computers to understand and extract usable information from massive data arising in applications, not just how to make computers useful on specific well-defined problems. With this in mind we have written this book to cover the theory likely to be useful in the next 40 years, just as an understanding of automata theory, algorithms, and related topics gave students an advantage in the last 40 years.

书籍链接：https://www.cs.cornell.edu/jeh/book.pdf

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7. A Programmer’s Guide to Data Mining: The Ancient Art of the Numerati

By：Ron Zacharski
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Introduction：This guide follows a learn-by-doing approach. Instead of passively reading the book, I encourage you to work through the exercises and experiment with the Python code I provide. I hope you will be actively involved in trying out and programming data mining techniques. The textbook is laid out as a series of small steps that build on each other until, by the time you complete the book, you have laid the foundation for understanding data mining techniques.

书籍链接：http://guidetodatamining.com/

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8. Mining of Massive Datasets

By： Jure Leskovec, Anand Rajaraman and Jeff Ullman

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Introduction：The book is based on Stanford Computer Science course CS246: Mining Massive Datasets (and CS345A: Data Mining).

The book, like the course, is designed at the undergraduate computer science level with no formal prerequisites. To support deeper explorations, most of the chapters are supplemented with further reading references.

书籍链接：http://mmds.org/

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9. Deep Learning

By： Ian Goodfellow, Yoshua Bengio and Aaron Courville
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Introduction：The Deep Learning textbook is a resource intended to help students and practitioners enter the field of machine learning in general and deep learning in particular. The online version of the book is now complete and will remain available online for free.

书籍链接：http://www.deeplearningbook.org/
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10. Machine Learning Yearning

By：Andrew Ng
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Introduction：AI, Machine Learning and Deep Learning are transforming numerous industries. But building a machine learning system requires that you make practical decisions:

Should you collect more training data?

Should you use end-to-end deep learning?

How do you deal with your training set not matching your test set?

and many more.

Historically, the only way to learn how to make these “strategy” decisions has been a multi-year apprenticeship in a graduate program or company. I am writing a book to help you quickly gain this skill, so that you can become better at building AI systems.

书籍链接：http://www.mlyearning.org/

引用自
1、全球人工智能 公众号 http://www.sohu.com/a/133360488_642762
2、知乎 茵茵 链接：https://www.zhihu.com/question/22221180/answer/245610518