Hastie, T.; Tibshirani, R.; Friedman, J.The Elements of Statistical Learning: Data Mining, Inference, and Prediction. 2nd ed. Springer, 2009. Free at hastie.su.domains/ElemStatLearn.
James, G.; Witten, D.; Hastie, T.; Tibshirani, R.An Introduction to Statistical Learning with Applications in Python. Springer, 2023. Free at statlearning.com.
Bishop, C. M.Pattern Recognition and Machine Learning. Springer, 2006.
Murphy, K. P.Probabilistic Machine Learning: An Introduction. MIT Press, 2022. Free at probml.github.io/pml-book.
Géron, A.Hands-On Machine Learning with Scikit-Learn, Keras, and TensorFlow. 3rd ed. O'Reilly, 2022.
Mitchell, T. M.Machine Learning. McGraw-Hill, 1997 — the classic definition of a learning program.
Papers & historical sources
Legendre, A.-M. Nouvelles méthodes pour la détermination des orbites des comètes (1805) — first publication of least squares.
Turing, A. M. "Computing Machinery and Intelligence." Mind (1950).
Rosenblatt, F. "The Perceptron: A Probabilistic Model for Information Storage and Organization in the Brain." Psychological Review (1958).
Cortes, C.; Vapnik, V. "Support-Vector Networks." Machine Learning (1995).
Breiman, L. "Random Forests." Machine Learning (2001).
Friedman, J. H. "Greedy Function Approximation: A Gradient Boosting Machine." Annals of Statistics (2001).
Chen, T.; Guestrin, C. "XGBoost: A Scalable Tree Boosting System." KDD (2016).
Lundberg, S.; Lee, S.-I. "A Unified Approach to Interpreting Model Predictions." NeurIPS (2017) — SHAP.
Grootendorst, M. "BERTopic: Neural topic modeling with a class-based TF-IDF procedure." arXiv:2203.05794 (2022).
Software & documentation
scikit-learn — the reference library for classical ML in Python.