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There are some (free) good books that haven't been mentioned yet:

1) "Data Mining and Analysis: Fundamental Concepts and Algorithms" by Zaki and Meira http://www.cs.rpi.edu/~zaki/PaperDir/DMABOOK.pdf

This book covers many ML topics with concrete examples.

2) "Computer Vision: Models, Learning, and Inference" by Simon Prince: http://web4.cs.ucl.ac.uk/staff/s.prince/book/book.pdf

Despite a CV book, the first half of it is like a statistics book that comes with examples in CV which are very easy to follow.



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