Lectures:

From Trees to Forests and Rule Sets - A Unified Overview of Ensemble Methods video                                                                                              by Giovanni Seni, PhD Santa Clara University

Elder Research Web Page

Lectures and Labs from Samy Bengio PhD

Tutorials: 

Beginning Data Mining Tutorial

Tutorials on Collaborative Filtering include: 1) Programming Collective Intelligence: Building Smart Web 2.0 Applications by Toby Segaran (Second Chapter).   Koren did a fantastic job of adding time dependence to the algorithms described by Segaran.  2) Yehuda Koren, Robert Bell, and Chris Volinsky wrote an article titled, "Matrix Factorization Techniques for Recommender Systems" for IEEE Aug. 2009

Tutorial on Support Vector Machines for Pattern Recognition Paper

Andrew Ng's Review notes: Linear Algebra, Probability,  Hidden Markov Models

Great Linear Algebra Text: "Introduction to Linear Algebra" by Gilbert Strang. His lectures are also available online at: 

http://ocw.mit.edu/courses/mathematics/18-06-linear-algebra-spring-2010/ 

or at:  http://www.youtube.com/watch?v=ZK3O402wf1c

 Course materials can be found at: http://ocw.mit.edu/courses/mathematics/18-06-linear-algebra-spring-2010/ 

Computational Science lectures can be found at: http://www.youtube.com/watch?v=CgfkEUOFAj0. 

For Matrix Computations Golub and Van Loan

For distributed Trefethen's Matrix Computations

Courses: 

Video Course at Stanford Lecture by Professor Andrew Ng for Machine Learning (uses MatLab/Octave) (CS 229) All Lectures      Web Page Course Info         Another course

Machine Learning Course based on Hastie, Tibshirani, & Friedman's text Web Page First Semester Second Semester 

                 Papers and software by Jerome Friedman

Machine Learning Course based on Bishop's Pattern Recognition and Machine Learning text  Web Page

Machine Learning Course at CMU Web Page

Association for Computing Machinery Data Mining Special Interest Group Web Page

Statistical Aspects of Data Mining by Professor Rajan Patel (Stanford Statistics 202)  Web Page Prof David Mease Video Lecture

Advanced Machine Learning (Focus: Learning with matrix parameters) Professor Manfred K. Warmuth (UCSC) Web Page

Machine Learning & Data Mining UCSC CMPS 142 Course Web Page

MIT 6.867 Machine Learning  Web Page Open Course Lecture Notes

Generalized Linear Models UCSC AMS 274 Course  Course information GLMs  Notes on GLM definitions & maximum likelihood estimation

Stanford MS&E 237 The Social Data Revolution: Data Mining and Electronic Business Wiki

For the Beginner: Linear Algebra at MIT by Prof. Gilbert Strang

Mining Massive Data Sets Text by Jeff Ullman  Lectures by Jure Leskovec

MIT courses in General

Stanford Courses in General

Recommended Texts:

Elements of Statistical Learning by Trevor Hastie, Robert Tibshirani and Jerome Friedman (ISBN 0387952845)

Pattern Recognition and Machine Learning by  Springer, Christopher Bishop, 2006.
Pattern Classification,  Richard Duda, Peter Hart and David Stork, 2nd ed. John Wiley & Sons, 2001.
Machine Learning.  Tom Mitchell,  McGraw-Hill, 1997.
Reinforcement Learning: An introduction, Richard Sutton and Andrew Barto  MIT Press, 1998

For the beginner

Introduction to Data Mining, Pang-Ning Tan, Michael Steinbach, Vipin Kumar, Pearson, Addison Wesley

       Check out my class at the  Hacker Dojo Dr. Mike Bowles & Dr. Patricia Hoffman

       Pang-Ning Tan Web Page

        Course Web Pages: David Mease 

       Sample Chapters:

• Chapter 4. Classification: Basic Concepts, Decision Trees, and Model Evaluation (444KB)
• Chapter 6. Association Analysis: Basic Concepts and Algorithms (612KB)
• Chapter 8. Cluster Analysis: Basic Concepts and Algorithms (1.3MB)

Introduction to Machine Learning, Ethem Alpaydin,  MIT Press 2004 Short booklet to download
Two Crows Introduction, Short booklet to download

For Data Mining and Electronic Business: The Social Data Revolution (Andreas Weingend,PhD) recommends
T. Segaran: Collective Intelligence (2007) Hands on, hacker mentality, includes python code, useful for the del.icio.us recommendation engine homework

M.J.A. Berry and G.S. Linoff: Data Mining Techniques (2004) Applications of data mining in broad marketing and business in general (not just web)
P. Baldi, P. Frasconi, and P. Smyth: Modeling the Internet and the Web (2003) Background on web technology, solid statistical modeling of behavior, information retrieval
C. Shapiro, and H.R. Varian: Information Rules (1998) Short book with insights about the networked economy (network effects, economics of digital goods, pricing, etc.)

More References

Software and Data Sets