Machine Learning:
Pattern Recognition and Machine Learning(PRML) https://mqshen.gitbooks.io/prml/content/
Machine Learning: a Probabilistic Perspective(MLaPP) https://www.cs.ubc.ca/~murphyk/MLbook/
The Elements of Statistical Learning(ESL) https://web.stanford.edu/~hastie/ElemStatLearn/
Programming Collective Intelligence
Algorithm:
Introduction to Algorithms