Introduction to Machine Learning by Laurent Younes

This book introduces the mathematical foundations and techniques that lead to the development and analysis of many of the algorithms that are used in machine learning. It starts with an introductory chapter that describes notation used throughout the book and serve at a reminder of basic concepts in calculus, linear algebra and probability and also introduces some measure theoretic terminology, which can be used as a reading guide for the sections that use these tools.

Introduction to Machine Learning by Laurent Younes