Programming Collecitive Intelligence by Toby Segaran

Segaran provides a good general introduction to classification, sticking mostly to supervised algorithms for the bulk of the text. He covers: naive bayes, fisher bayes, decision trees, neural networks, support vector machines, k-nearest neighbors, and k-means clustering. He also covers two optimization techniques: simulated annealing and genetic algorithms, finishing up with genetic programming.

Segaran's point-and-shoot style worked well for this book. He'd introduce an algorithm, grab an online resource and its API from MashingUpSites, then show you what could be done.