CS229 is an excellent free online course offered by Stanford and teached by well-known scientist Andrew Ng.

In-Depth Course Material

  • Linear Regression, Classification and logistic regression, Generalized Linear Models
  • Generative Learning algorithms
  • Support Vector Machines
  • Learning Theory
  • Regularization and model selection
  • The perceptron and large margin classifiers
  • The k-means clustering algorithm
  • Mixtures of Gaussians and the EM algorithm
  • The EM algorithm
  • Factor analysis
  • Principal components analysis
  • Independent Components Analysis
  • Reinforcement Learning and Control

Class notes, handouts, videos, and homeworks are avaibles here.