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    of 1

    The internet's best courses Data Science Machine Learning Python

    Daily Learning Courses Team

    You are reading Articles

    3
    SHARES

    !
    Author: Brendan Martin
    Founder of LearnDataSci
    "

    # Most Recommended Data Science and Machine


    Learning Books by Top Master's Programs
    $
    See the most popular books assigned in Master's programs from
    % top universities

    Contents Index +

    How these books were found

    After over 15 hours researching and logging materials assigned in Master’s


    programs, the following books were the most recommended to graduate
    students in those programs. Since data scientists can come from many
    backgrounds, the Master’s degrees considered were in applied math, statistics,
    computer science, machine learning, and data science.

    Specifically, the following programs were explored:

    • Master in Machine Learning — Carnegie Mellon University


    • Masters in Statistics — Stanford University
    • Masters in Computer Science, specializing in Artificial Intelligence — Stanford
    University
    • Masters in Computer Science — Georgia Tech
    • Masters in Data Science — Harvard University
    • Master in Computational Science and Engineering — Harvard University
    • Masters in Data Science — Columbia University

    Due to the amount of time it takes to wade through degree requirements, course
    codes, and catalogs, this article will continue to evolve as I gather more data.

    In each book below, I’ve given an example of how the author(s) decided to
    introduce Linear Regression, one of the most basic machine learning algorithms.
    If you’re a beginner in data science, I think this will give you some insight into
    what sort of math background each book requires.

    Without further ado, here’s the most assigned and recommended books from top
    universities.

    Most Recommended Books

    #1 The Elements of Statistical Learning: Data Mining,


    Inference and Prediction (“ESL”)

    Amazon or Free — Authors: Trevor Hastie, Robert Tibshirani, Jerome Friedman

    This book was either the assigned textbook or recommended reading in every
    Masters program I researched. Due to its advanced nature, you’ll find that book
    #5 in this list — An Introduction to Statistical Learning with Applications in R
    (ISLR) — was written as a more accessible version, and even includes exercises
    in R.

    It’s usually recommended for beginners in data science to master the content in
    ISLR before moving to ESL, where you’ll get a more theoretical background. Just
    mastering ISLR is often enough for data analyst roles.

    Overall, ESL takes an applied, frequentist approach, as opposed to a Bayesian


    approach like in the next book. Exercises in this book are not only challenging,
    but also very useful for individuals generally interested in machine learning
    research. Fortunately, you can find solutions to the exercises freely available.

    To get an idea of the math required, Linear Regression is introduce like so:

    We have an input vector and want


    to predict a real-valued output . The linear regression model
    has the form

    #2 Pattern Recognition and Machine Learning (“PRML”)

    Amazon or Free— Author: Christopher Bishop

    Recommended in _almost_ every Masters surveyed, this book usually comes up


    second after ESL in many course syllabi. PRML is a great resource for
    understanding the Bayesian derivations of classical machine learning algorithms.

    Despite being very clear and rich in diagrams, to get the full benefit of PRML
    you'll need advanced calculus, linear algebra, and optimization knowledge. Many
    of the derivations do not show the intermediate steps so it'll be important for you
    to go through each step on your own for a good understanding.

    Unlike the applied approach of ESL, PRML is more theoretical. Here's how Linear
    Regression in introduced by Bishop:

    where are known as basis functions

    Luckily, Bishop has also authored solutions to the exercises labeled “www” in the
    book, making this book a possibility for self-study. You can find those solutions
    as a PDF here.

    #3 Machine Learning: A Probabilistic Perspective


    (“MLAPP”)

    Amazon — Authors: Kevin P. Murphy

    MLAPP is another book recommended in almost every program; usually it's


    between this and the previous book. Considered to be more comprehensive and
    relevant than PRML, MLAPP is a very dense and broad encyclopedic guide to
    machine learning.

    A great resource for graduate courses, but since it's not freely available and the
    solutions manual can only be purchased by professors, it's a little more closed
    off than others in this list and is not recommended for self-study. Also, If you're a
    beginner in machine learning, this textbook isn't an ideal starting point.

    Here's how Linear Regression is introduced:

    where represents the inner or scalar product between


    the input vector and the model's weight vector , and is
    the residual error between our linear predictions and the
    true response.

    Within the next couple of lines, Murphy redefines this in probabilistic terms like
    so:

    ...we can rewrite the model in the following form:

    This makes it clear that the model is a conditional probability


    density.

    Without a more advanced math foundation, it's easy to get caught in the notation
    when reading this book on your own.

    #4 Deep Learning

    Amazon or Free— Authors: Ian Goodfellow, Yoshua Bengio, Aaron Courville,


    Francis Bach

    Unlike the previous two books listed, this textbook goes into a nice general
    survey of math and machine learning methods. There's many concrete examples
    and the math is much simpler than MLAPP and PRML.

    For example, Linear Regression is introduced like so:

    Let be the value that our model predicts should take on. We
    define the output to be

    where is a vector of parameters [and is a


    vector of inputs
    inputs]

    This notation is much more straightforward for beginners, and very similar to
    how both the next book, ISLR, presents it, as well as Andrew Ng’s famous
    Machine Learning course on Coursera.

    Overall, this book serves as a good reference and starting point for digging
    deeper elsewhere, but isn’t comprehensive by any means. There’s not much
    direct application, so you won’t gain any insight in how to actually implement
    neural networks, but it is a good high-level complement to deep learning
    courses — which Andrew Ng has also created.

    #5 An Introduction to Statistical Learning with


    Applications in R ("ISLR")

    Amazon or Free— Authors: Gareth James, Daniela Witten, Trevor Hastie, and
    Robert Tibshirani

    I’ll start out by saying that this a fantastic book. ISLR is usually recommended in
    the first course of programs specifically built for data science, which makes a lot
    of sense from how this book is structured.

    Although not a thick book by any means, it’s derived from the #1 book, The
    Elements of Statistical Learning, and comprehensively covers the fundamentals
    every data scientist should know.

    Not only is it extremely clear and accessible to those with a basic undergrad
    math background, but it has a very applied approach. Every chapter comes with
    exercises in R that let you work applying the concepts you’re learning directly on
    some data.

    Furthermore, the authors of the book created an accompanying online course,


    which follows each chapter and is totally free.

    For comparison, here’s how ISLR introduces Linear Regression:

    Mathematically, we can write this linear relationship as

    You might read " " as "is approximately modeled as". We will
    sometimes describe [this equation] by saying that we are
    regressing on (or onto ).

    As you can see, ISLR is much more beginner-friendly. Each statistical/machine


    learning concept is introduced just like this, without heavy notation, and in a very
    approachable way.

    Let me know your thoughts

    Have you read any of the books listed? Did you use any of these in a course?
    What did you think?

    I'm going to continue compiling books I find in course syllabi from top
    universities and frequently update this article, but I would also love to know what
    you all think about each of these.

    If there wasn't a book mentioned that you've found particularly helpful, leave a
    comment and let me know!

    Get updates in
    your inbox
    Join over 7,500 data science learners.

    Enter your email Subscribe

    Meet the Authors

    Brendan Martin
    Founder of LearnDataSci

    Author and Editor at LearnDataSci. Python development and data


    science consultant.

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