Data Mining
He's recently released Mastering Data with O'Reilly, which is essentially an expanded second addition to his dissertation.
http://scpd.stanford.edu/public/category/courseCategoryCerti...
(if the above is broken, http://tinyurl.com/stanford-graduate-certs )
Only after you get a good grasp on basics should you move to advanced topics such as neural networks, SVMs, etc.