In machine learning, hands down these are some of the best related textbooks: - [0] Pattern Recognition and Machine Learning (Information Science and Statistics) and also: - [1] The Elements of Statistical Learning - [2] Reinforcement Learning: An Introduction by Barto and Sutton - [3] The Deep Learning by Aaron Courville, Ian Goodfellow, and Yoshua Bengio - [4] Neural Network Methods for Natural Language Processing…
For regression I really like Frank Harrell's Regression Modeling Strategies. http://biostat.mc.vanderbilt.edu/wiki/Main/RmS
https://www.amazon.com/Linear-Regression-Analysis-George-Seb...