Free books on statistical learning

Hastie, Tibshirani and Friedman’s Elements of Statistical Learning first appeared in 2001 and is already a classic. It is my go-to book when I need a quick refresher on a machine learning algorithm. I like it because it is written using the language and perspective of statistics, and provides a very useful entry point into the literature of machine learning which has its own terminology for statistical concepts. A free downloadable pdf version is available on the website.

Recently, a simpler related book appeared entitled Introduction to Statistical Learning with applications in R by James, Witten, Hastie and Tibshirani. It “is aimed for upper level undergraduate students, masters students and Ph.D. students in the non-mathematical sciences”. This would be a great textbook for our new 3rd year subject on Business Analytics. The R code is a welcome addition in showing how to implement the methods. Again, a free downloadable pdf version is available on the website.

There is also a new, free book on Statistical foundations of machine learning by Bontempi and Ben Taieb available on the OTexts platform. This is more of a handbook and is written by two authors coming from a machine learning background. R code is also provided. Being an OTexts book, it is continually updated and revised, and is freely available to anyone with a browser.

Thanks to the authors for being willing to make these books freely available.

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  • Stephan Kolassa

    Hastie and Tibshirani also just started a free MOOC (massive online open course) on Statistical Learning using the James et al. textbook:

  • wayd

    Thanks so much for this post. I love the elements of statistical learning book, and that’s it’s available online … but I didn’t know about the other two, thank for sharing.

  • Anthony

    Are statistical learning methods good for time series analysis and forecasting?