応用により興味があるかたには、数学的に少し難しい、けど実用上はあまり関係ない部分が前半で出てきて少し凹むかも、、
This book by Christianini and Shawe-Taylor is the best introductory one to-date, however, it is not necessarily meant for everyone. There is a lot of mathematics in the first 5 chapters -- I found them interesting, but several of my colleagues who have not had extensive training in graduate level mathematical analysis and integral equations remarked that it was too difficult. The big plus is that the latter chapters on techniques for implementing SVMs can be understood and put to use by folks who had trouble with the first 5 chapters. The book also mentions useful on-line resources, including a Web page with errata and some sample programs.