The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Trevor Hastie, Robert Tibshirani, and Jerome Friedman, 2009 (Springer) - Provides a foundation for machine learning, including dimensionality reduction, feature selection, and feature extraction methods. Covers the theoretical aspects relevant to these topics.
Deep Learning, Ian Goodfellow, Yoshua Bengio, and Aaron Courville, 2016 (MIT Press) - An authoritative textbook for deep learning, offering detailed explanations of neural networks and autoencoders as powerful feature extraction techniques.