Andrew Ng’s Stanford Grad Course: You can access all of his 2008 Stanford video lectures on YouTube. Note that YouTube also has videos shot in 2008 from Ng’s grad course that start with this one. The material in these two lecture series overlap a fair bit but the 2008 lectures are a bit dated. In particular, they have almost no content on neural networks. Also useful are the course notes from Ng’s CS229 graduate course at Stanford.
Elements of Statistical Learning: This is one of the primary textbooks on statistical learning and it can be downloaded for free.