Free book from Stanford Machine Learning Superstars

Statistical Learning with Sparsity:

The Lasso and Generalizations

During the past decade has been an explosion in computation and information technology. With it has come vast amounts of data in a variety of fields such as medicine, biology, finance, and marketing. This book descibes the important ideas in these areas in a common conceptual framework.
Authors: Trevor Hastie, Robert Tibshirani, Martin Wainwright.
Chapman & Hall/CRC Monographs on Statistics & Applied Probability
https://web.stanford.edu/~hastie/StatLearnSparsity_files/SLS_corrected_1.4.16.pdf
 
 

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