Read on LinkedIn group: https://www.linkedin.com/pulse/stanford-open-course-statistical-learning-very-good-who-lin-sun
and R-Bloggers http://www.r-bloggers.com/in-depth-introduction-to-machine-learning-in-15-hours-of-expert-videos/
Visited: http://www-bcf.usc.edu/~gareth/ISL/ and helped myself with the handbook. See also: http://statweb.stanford.edu/~tibs/ElemStatLearn/
Signed up and accessed the Course at Stanford: https://lagunita.stanford.edu/courses/HumanitiesScience/StatLearning/Winter2014/courseware/f6eb0a2902904c6e8f74a2c15833d1ad/dbbe6095fa55431b8253590e2658dc3e/
Collection of datasets: https://cran.r-project.org/web/packages/ISLR/index.html
Another course based on the book: http://www.alsharif.info/#!iom530/c21o7
Thank you Lin Sun for this great info!
OT. Also free. Old versions of Rapid Miner. Somehow it is difficult for me to localize and download the old free versions at authors' site: http://www.win.tue.nl/~rmans/RapidMiner/doku.php?id=wiki:installation
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