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Its hard to pick the one true reference. It is of course covered in Vapnik's two books. Just to set expectations right, these arent what I would call hacker friendly books, they need a fair bit of maths. I think another good one is the book by Devroye, Gyorfi and Lugosi, you will find more examples here. You could also google "statistical learning theory" that would give you lots of relevant hits, in particular course notes.



DGL is great, but also not "hacker friendly"




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