Links, Resources

Refresher
  1. Prob-Stats refresher theory
  2. Another refresher. Many more are available on the net (including videos).
  3. Linear algebra
  4. Convex optimization refresher (Stanford) Part I and Part 2. For a detailed treatment see Boyd and Vandenberghe's book.


Software
  1. Python libraries
    1. Scikit-learn.
    2. PyMC.
    3. MLPy and PyBrain. Not being maintained very well.
    4. SciPy. Some ML algorithms.
  2. Java based
    1. Weka tool kit (Java).
    2. JSAT.
  3. R
  4. Octave.
  5. Apache Mahout. A lower level library that can be used to implement ML algorithms.
  6. C++
    1. Shogun.
    2. Vowpal Wabbit.
    3. MLPACK.
    4. MLC++.


Miscellaneous
  1. How to pick an ML algorithm