Admittedly you do usually learn it in unsexy statistics classes rather than sexy machine learning classes...
Admittedly you do usually learn it in unsexy statistics classes rather than sexy machine learning classes...
There was a great post on Stats.SE a few years ago about the difference between statistics and machine learning[1]. Leo Breiman once argued that statistics tends to focus more on model fitting and checking, while machine learning looked at prediction accuracy. The exchange between Andy Gelman and Brendan O'Connor is pretty funny. It has been my personal experience however that many people that apply a method that they brand as "machine learning" are not as bothered with assumptions as my fellow conservative statisticians.
But statistics and machine learning are quite similar in foundation. Barring the differences in terminology, as a professional statistician, I find I have as little difficulty read machine learning papers and algorithms as I do reading statistics ones.
http://stats.stackexchange.com/questions/6/the-two-cultures-...
Artificial Intelligence is an umbrella academic term which encapsulates the study and design of intelligent machines. It's not well defined because AI is evolving so rapidly.
Machine Learning is a branch of AI that is concerned specifically with learning from data; the results of learning are usually used to predict future events. (Think linear regressions, random forests, etc.)
Though not specifically a part of AI, Statistics is the field that formed many of the algorithms used in ML. Stats informs ML research design (e.g., how large of a sample size do I need), generates mathematical solutions from proofs and equations, etc. With the rise of big data, it's slowly merging with ML.
Data Mining is a mix of ML, Stats and Data Engineering. It's more concerned with structuring and extracting patterns from data than necessarily learning from it. It is often a task within an ML project.