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I am a fresh graduate student. I want to do research in machine learning and data mining. There is no professor in our department doing this!

I want to try to do this by myself, at least for a while. But I don't where should I start. What books or review papers should I read at the beginning?

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  • $\begingroup$ Frankly, it will be hard to do actual research without a supervisor. At least try to pin down a subject or specific learning task first. If you don't know what interests you, both current answers give useful tips. Be aware of the fact that, without either a supervisor or deep domain knowledge, you're prone to reinventing the wheel because you don't know the field slang/state-of-the-art unless you read textbooks about literally everything. You can find your way by yourself once you are familiar with the domain, but starting will be difficult. Kudos for being willing to try, though! $\endgroup$ – Marc Claesen Nov 8 '13 at 18:43
  • $\begingroup$ I talked to some professors in my department. Yes, they all have similar opinions like you. I'll focus on ESL at the beginning. Although this book is hard and it's quite brief and doesn't contain enough details for rookie, it covers almost all topics in machine learning. $\endgroup$ – younglau Nov 8 '13 at 21:29
  • $\begingroup$ If there's no professor doing machine learning in your department, maybe there is one doing in a neighbour department/research institute/neigbour university - and possibly it is not explicitly listed as machine learning. Maybe you should tell us where you are, so if someone knows some group in your neighbourhood who does such things, we can tell you. $\endgroup$ – cbeleites Nov 9 '13 at 14:58
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First of all, learn a language like R or python where you can implement stuff once you read them. then finish the book called Elements of Statistical Learning. Then pickup the chapter you liked the most and start googling. you will find what you are looking for.

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  • $\begingroup$ This is a good place for me to start doing research. By the way, do you know any website or forum that I could talk this book with others? I'll definitely have lots of questions when reading it. $\endgroup$ – younglau Nov 8 '13 at 21:34
  • $\begingroup$ you will have to tell more about what you know. start with the programming language and not with any theory or lectures. post your questions here on this forum only. we will all help you. $\endgroup$ – htrahdis Nov 9 '13 at 6:37
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I'd recommend taking a relevant course at Coursera. There you can explore a myriad of topics with a good dose of flexibility. Just do a search there for relevant terms: machine learning, statistics, data science, data mining, etc.

You have an instructor and peers you can interact with, you get assigned homework (that will likely be graded) and of course, you get relevant reading material and recommendations. These are well prepared courses that are available for free so take advantage of them.

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  • $\begingroup$ Cool! This is a good place to start! Lots of relevant courses I've found there. Thanks a lot $\endgroup$ – younglau Nov 8 '13 at 21:22

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