Since launching Metacademy, I've had a number of people ask ,
> What should I do if I want to get 'better' at machine learning, but I don't know what I want to learn?
My answer: **consistently work your way through textbooks**.
I then watch as they grimace in the same way an out-of-shape person grimaces when a healthy friend responds with, "Oh, I watch what I eat and consistently exercise." Progress requires consistent discipline, motivation, and an ability to work through challenges on your own. _But you already know this._
- <img width="250px" class="center-image" src="http://i.imgur.com/dQgFnJH.jpg" alt="My worn out math stats book.">
**But why textbooks**? Because they're one of the few learning mediums where you'll really own the knowledge. You can take a course, a MOOC, join a reading group, whatever you want. But with textbooks, it's an intimate bond. You'll spill brain-juice on every page; you'll inadvertently memorize the chapter titles, the examples, and the exercises; you'll scribble in the margins and dog-ear commonly referenced areas and look for applications of the topics you learn -- the textbook itself becomes a part of your knowledge (the above image shows my nearest textbook). _Successful learners don't just read textbooks_. Learn to use textbooks in this way, and you can master many subjects -- certainly machine learning.
In this brief roadmap, I list a few excellent textbooks for advancing your machine learning knowledge and capabilities. __I picked these texts after consulting with fellow graduates students, postdocs, and professors at UC Berkeley -- my own experience played a role as well. This list is purposefully sparse. Having 20 textbooks thrown at you is useless.__
Also, if you want alternative learning resources, [Metacademy](http://www.metacademy.org) is at your disposal as are [all of these textbooks](http://www.reddit.com/r/MachineLearning/comments/1jeawf/machine_learning_books/).
# Level 0: Neophyte
<img width="200px" class="center-image" src="http://i.imgur.com/HJyPwoo.jpg" alt="Data Smart Textbook Image">
Data Smart: Using Data Science to Transform Information into Insight </a>
My sister, an artist and writer by trade, asked me how she could understand the basics of data science in a nontrivial way. After reading several introductory and pop books in this area, I recommended Data Smart. My sister was able to work through it, and in fact, the next time I saw her we had a delightful conversation about [[logistic regression]] =).
**Expectations**: You'll understand some common machine learning algorithms at a high-level, and you'll be able to implement some simple algorithms in Excel (and a bit in R if you get through the entire book).
**Necessary Background**: basic Excel familiarity -- this book is a great starting point if you don’t have a CS/math-based background. Plus, it's not nearly as dry as a typical textbook.
**Key Chapters**: It's a short read, and every chapter is fairly illuminating -- though, you can skip the worksheet examples, and chapters 8 and 10 if you're interested in a basic overview.
**Capstone Project**: Using [this dataset](https://archive.ics.uci.edu/ml/datasets/Auto+MPG) see if you can predict the MPG of the car given all of its other attributes. This will test your ability to manipulate data for a desired machine learning task, and also your ability to apply the correct machine learning technique to a somewhat vague problem.
# Level 1: Apprentice
<img width="200px" class="center-image" src="http://i.imgur.com/6TpOD4N.jpg" alt="Machine Learning with R Textbook Image">
Machine Learning with R </a>
This is an example-laden book for simultaneously learning practical machine learning techniques and the R programming language. I'm a long time Scipy user, but after finishing the first few chapters (and remembering that R packages are so damn simple), I've mostly been turning to R for quick analyses.
**Expectations**: You'll be able to recognize when fundamental machine learning algorithms apply to certain problems and implement functioning machine learning code in R
**Necessary Background**: No real prerequisites, though the following will help (these can be learned/reviewed as you go):
* some programming experience [in R]
* some algebra
* basic calculus
* a little bit of probability theory
**Key Chapters**: It's a short book, and I recommend all of the chapters -- be sure to actually think through the examples (and type them into R). If you're looking to shave off some time, you can safely skip chapters 8 and 12.
**Capstone Project**: Using [this dataset](http://snap.stanford.edu/data/web-FineFoods.html) see if you can predict the food ratings given all of the other attributes. Use three different machine learning techniques for this task, and justify your top choice. Also, build a classifier that predicts whether a review is "good" or "bad" -- you should use reasonable "good/bad" thresholds. This will test your data munging capabilities, your strategy for analyzing a larger dataset, your knowledge of machine learning techniques, and your ability to write analysis code in R.
# Level 2: Journeyman
<img width="200px" class="center-image" src="http://i.imgur.com/yppYN4K.jpg" alt="PRML">
Pattern Recognition and Machine Learning </a>
This stage separates those with a surface-level understanding from those with rigorous, in-depth, knowledge. It starts getting mathy at this stage, but if you plan on making machine learning a substantial part of your career, you'll have to cross this bridge. PRML is the classic bridge. Use it. Read it. Love it. But keep in mind that a Bayesian perspective isn't the only story (Bishop strongly tends towards the Bayesian approach to machine learning).
** Expectations ** Be able to recognize, implement, debug, and interpret the output of most off-the-shelf machine learning methods. Also, you should have an intuition about which advanced ML concepts to investigate for a given problem. Practicing data scientists should at least be at this level.
* you should be comfortable with off-the-shelf clustering and classification algorithms
* linear algebra: understand matrix algebra and determinants
* some multivariate and vector calculus experience -- know what a Jacobian is
* some machine learning implementation experience in R, Matlab, the SciPy stack, or Julia.
**Key Chapters**: Know and love chapters 1-12.1. Chapters 12.2 - 14 can be consulted as you need them.
**Capstone Project**: Implement the [Online Variational Bayes Algorithm for Latent Dirichlet Allocation](https://www.cs.princeton.edu/~blei/papers/HoffmanBleiBach2010b.pdf) and analyze a large corpus of your choosing. Verify that your LDA implementation is correct. This will test your ability to understand and interpret cutting-edge machine learning algorithms, approximate and online inference techniques, as well as your implementation chops, your data munging abilities, and your ability to define an interesting application from a vaguely defined problem.
**Note** PRML spends quite a bit of time on Bayesian machine learning methods. If you're unfamiliar with Bayesian statistics, I recommend studying the first 5 chapters of [Doing Bayesian Data Analysis](http://amzn.to/1nqV6Kf)
# Level 3: Master
<img width="200px" class="center-image" src="http://i.imgur.com/6eD76vT.jpg" alt="PGM">
Probabilistic Graphical Models: Principles and Techniques</a>
There's a number of subjects you may want to study in depth at the master level: convex optimization, [measure-theoretic] probability theory, discrete optimization, linear algebra, differential geometry, or maybe computational neurology. But if you're at this level, you probably have a good sense of what areas you'd like to improve, so I'll stick with the single book recommendation. <a href="http://amzn.to/1nWMyK7">
Probabilistic Graphical Models: Principles and Techniques </a> is a classic, monstrous tomb that should be within arms length of any ML researcher worth his/her salt =). PGMs pervade machine learning, and with a strong understanding of this content, you'll be able to dive into most machine learning specialties without too much pain.
**Expectations**: You'll be able to construct probabilistic models for novel problems, determine a reasonable inference technique, and evaluate your methodology. You'll also have a much deeper understanding of how various models relate, e.g. how [[deep belief networks]]
can be [viewed as factor graphs](https://plus.google.com/+YannLeCunPhD/posts/51gWtf7X3Ee).
* you should be comfortable with most off-the-shelf ML algorithms
* linear algebra -- know how to interpret eigenvalues
* multivariate and vector calculus experience
* some machine learning implementation experience in R, Matlab, the SciPy stack, or Julia.
**Key Chapters**: Chapters 1-8 cover similar content as Bishop's Pattern Recognition and Machine learning Ch. 2 and 8, but at a much deeper level. Chapters 9-13 contain key content, and Ch. 19 on partially observed data is really helpful. Read Ch. 14 and Ch. 15 when/if they are relevant to your goals.
**Capstone Project**: At this point, you should be able to define and pursue your own machine learning projects. Perhaps plunge into the world of ["big data"](http://snap.stanford.edu/data/com-Friendster.html).
# Level 4: Grandmaster
If you've achieved master status, you'll have a strong enough ML background to pursue any ML-related specialization at a novel level: e.g. maybe you're interested in pursuing novel [deep learning](http://metacademy.org/roadmaps/rgrosse/deep_learning) applications or characterizations? Maybe you should become a Metacademy contributor?