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How would you recommend Sheldon Ross' A First Course In Probability for the purpose mentioned in the title? (i.e. to be of significant use while studying machine learning)

An advice book on Linear Algebra & Statistics & whatever it takes to understand or think Machine Learning is also sought. Have a very little idea of above topics & I'm going to redo everything mentioned above by myself. So will you try to advise on study plan (kinda), too? Thank you.

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There is a marvelous book: The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Second Edition (Springer Series in Statistics). I believe you'll get what you need in first instance.

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I would absolutely recommend the book by Witten et al. Here are a list of books for probability and at the bottom is that book that describes machine learning in a very easy to read manner.

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