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There is a huge thread on learning mathematics through guided discovery over at math SE. I hope we can get one here as well.

I am currently trying to get through Pattern Classification by Duda et al (for a course). However, the book seems too dense for me. It seems like a topic that could be better learned through guided discovery. Are there any books out there that teach one or more of the topics in pattern recognition through guided discovery?

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I don't know about Guided Discovery. But 'Introduction to Statistical Learning' by Hastie et al. is definately a good book. It also includes examples with R code. I would also recommend the more advanced book 'Elements of Statistical Learning' (same authors). In addition, you could consider having a look at Kaggle. There is an active community sharing and discussing about machine learning applications.

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