I highly recommend the course you've mentioned (by Yaser Abu-Mostafa). In fact I still recommend it for picking up the basics; very good mix of math and intuition, Abu-Mostafa himself is a terrific teacher, and he is considerate and thoughtful in responding to questions at the end of his presentations. The last part is important if you're a beginner: it builds confidence in you that its probably ok to ask what you might consider a simple question - it still deserves a good answer. The series is a bit dated now in terms of what it covers, but still solid as a foundational course.