+1 for Information Theory, Inference, and Learning Algorithms. A fantastic book by the late David C Mackay. Part V has an interesting presentation of neural networks, but really this book is about information theory and Bayesian probability.<p><a href="http://www.inference.phy.cam.ac.uk/itila/" rel="nofollow">http://www.inference.phy.cam.ac.uk/itila/</a>
Interesting, and quite different from other such lists that I've seen:<p><a href="https://www.quora.com/How-do-I-learn-machine-learning-1" rel="nofollow">https://www.quora.com/How-do-I-learn-machine-learning-1</a>