As a reference, you'll want one or two of the Big 6 texts, by Murphy, Koller/Friedman, Bishop, MacKay, and Hastie et al ESL. The first review is good http://www.amazon.com/product-reviews/0262018020/ref=dp_top_...

Also, there are many freely available texts on ML, data mining, stats/prob distributions, linear algebra, optimization etc, incl Barber, Mackay and ESL. See http://www.reddit.com/r/MachineLearning/comments/1jeawf/mach...