Pattern Recognition and Machine Learning, Christopher M. Bishop, 2006 (Springer)DOI: 10.1007/b139386 - A standard textbook providing a comprehensive foundation in machine learning, with detailed discussion on regression models and prediction errors.
Lecture Notes for CS229: Machine Learning (Notes 1), Andrew Ng, Tengyu Ma (updates), 2018 (Stanford University) - Lecture notes from a highly influential university course, offering a clear explanation of regression, predictions, and the concept of error.