Machine Learning Course by Stanford University

This top rated MOOC from Stanford University is the best place to start. In this class, you will learn about the most effective machine learning techniques, and gain practice implementing them and getting them to work for yourself. More importantly, you'll learn about not only the theoretical underpinnings of learning, but also gain the practical know-how needed to quickly and powerfully apply these techniques to new problems. This course provides a broad introduction to machine learning and statistical pattern recognition. The course will also discuss recent applications of machine learning, such as to robotic control, data mining, autonomous navigation, bioinformatics, speech recognition, and text and web data processing.