Top positive review
11 people found this helpful
on 28 May 2015
There are a huge number of machine learning books now available. I own many of them. But I don't think any have had such an impact as Chris Bishop's effort here - I certainly count it as my favourite. The material covered is not exhaustive (although good for 2006), but it's a good springboard to many other advanced texts. (The moniker of ML 'Bible' has apparently been passed to Kevin Murphy's book.) What *is* covered is explained with exceptional clarity with an eye for understanding the intuition as well as the theory.
If you are after a practitioners guide, or a first ML book for self study, this probably isn't ideal. It assumes significant familiarity with multivariate calculus, probability and basic stats (identities, moments, regression, MLE etc.). The pitch is probably early post-graduate level, but with a few stretching parts. If this is your background, I think it's a better first ML book than MacKay (Information Theory ...), Murphy (Machine Learning ...), or Hastie et al. (Elements of Statistical Learning), due to its coherence of topics and consistency of depth. But those books are all excellent in their own ways. However, Barber (Bayesian Reasoning ...) is a good alternative.
Most chapters are fairly self contained, so once you've worked your way through the first couple of chapters, you can skip around as required. A particular highlight for me were the chapters on EM and variational methods (ch 9 & 10); I think you'd be hard pressed to find a better explanation of either of them. Finally, worth pointing out it's unrepentantly Bayesian, and lacking some subtelty which may be grating for seasoned statisticians. Nevertheless, if the above sounds like what you're looking for, this is probably a good choice.