While not free, 'Machine Learning: A Probabilistic Perspective' (http://www.amazon.co.uk/gp/aw/d/0262018020 http://www.amazon.co.uk/gp/aw/d/0262018020) is the b

While not free, 'Machine Learning: A Probabilistic Perspective' (http://www.amazon.co.uk/gp/aw/d/0262018020 http://www.amazon.co.uk/gp/aw/d/0262018020) is the best book I have found so far. I also second the recommendations for Tibshirani's and MacKay's books; the former for mathematical foundations, the latter for the intuition.