An introduction to machine learning principles with a comprehensive literature review was presented in this book. The book is written to provide knowledge and bibliography on machine learning and neural networks concepts to a reader with minimal background in machine learning. We started with the fundamental learning paradigms in ML and explored the sub-categories in each. Supervised learning, unsupervised learning, and semi-supervised learning are the three main categories in machine learning. Most of the existing algorithms can be classified into one of the above three categories. The book is organized to cover algorithms and concepts first. It later describes the applications of ML algorithms in various fields, including signal processing, image and computer vision, natural language processing, speech and audio processing, energy, health, security, and defense applications.