Getting started can be a little daunting as there is so much stuff ready to use. There is a short tutorial below, which introduces key features, but here are a few tutorials to introduce the various components.
Python is commonly used with a wide set of scientific libraries. The most important are:
There are a large number of freely available textbooks and courses which cover material in this course. The following resources are recommended; you don't need to read them all, but if you want to follow things up, these are good sources.
NumPy docs NumPy provides essential numerical operations (e.g. efficient matrix operations)
NumPy for MATLAB users A guide for those familiar with MATLAB
SciPy docs SciPy provides many useful functions (statistical operations, computational geoemetry, interpolation)
Matplotlib docs Matplotlib provide scientific plotting tools
scikit-learn Scikit-learn provides ready to use machine learning tools.
IPython tutorial Interactive guide to IPython
Python for Data Using Python to process and visualise data
IPython and Pandas A video on using IPython and Pandas
Scientific analysis with Python A complete course of scientific analysis with Python
scikit-learn introduction A very good introduction to machine learning with the scikit-learn package
machine learning IPython notebooks A gallery of various ML and data processing notebooks.
Introduction to Statistical Learning A thorough introduction to statistical learning, with both a textbook and an accompanying video lecture series. Uses R for exercises. The classic textbook "The elements of statistical learning" is also available for free online.
Deep Learning This freely-available textbook goes into great depth on deep learning, but the introductory chapters in Part 1 are an excellent introduction to the concepts needed understand machine learning topics.
Information Theory, Inference and Learning Algorithms A dense and insightful exploration of machine learning and information theory; requires serious study but explains the mathematical underpinnings of machine learning clearly and succinctly.
Machine Learning: A Probabilistic Perspective Probably the best all-round machine learning textbook. Covers a vast swathe of material in a fairly accessible manner. Not freely available
Machine Learning Andrew Ng's excellent short course on machine learning, available as a Coursera on-demand video lecture series.
Probability and Statistics Cookbook If you need a formula in probability or statistics, it's probably in here. A very compact reference book.
Control Theory for Humans A high-level but accessible introduction to control theory. Not freely available
Manual Control -- theory and applications PDF An old (1964!) but clear and very thorough treatment of manual control (i.e. human operator performance).
Convex Optimization PDF A very mathematical but complete coverage of convex optimisation.
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