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I am working on functional analysis and in particular in operator algebras. I heard about machine learning but I would like strongly to know much more. I am looking for some books, texts, ... which lead me to understand what the story is. Indeed references with pure taste and rather close to functional analysis are certainly welcomed more.

Thanks in advance.

ABB
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  • "Machine learning" is far too broad a topic to explain "what the story is" in this setting. The connection of functional analysis with various subtopics is undoubtedly substantial enough to make more specific Questions on-topic here, but it should be your task to formulate one. – hardmath Dec 12 '16 at 13:58

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Statistical learning theory is a framework for machine learning drawing from the fields of statistics and functional analysis. There are many good books and PDFs on the subject. Among them are:

  1. The Elements of Statistical Learning: Data Mining, Inference, and Prediction by Trevor Hastie
  2. [PDF] Introduction to Statistical Learning Theory by the Max Planck Institute for Biological Cybernetics
  3. But, I personally recommend reading "Statistical Learning Theory" by Vapnik. It presents a method for determining the necessary and sufficient conditions for consistency of learning process, covering function estimates from small data pools, applying these estimations to real-life problems, and much more.