This DataLad dataset collates freely available online books on various sub-fields of machine learning. It doesn't physically contain any of them, but rather contains references to original websites.
If you like any of these books, please consider buying a physical copy to support the authors' work.
datalad install https://github.com/datalad-datasets/machinelearning-books.git
cd machinelearning-books
datalad get *.pdf
git clone https://github.com/datalad-datasets/machinelearning-books.git
cd mlbooks
git annex get *.pdf
Originally inspired by 12 Best Free Ebooks for Machine Learning. Books themselves are available under varying terms. The collection itself is made available under PDDL.