Machine learning (ML) is the study of computer systems that automatically improve with experience, a hot topic in the last few years, but a concept that's been around for decades. IBM programmer and AI pioneer Arthur Samuel coined the term "machine learning" in 1952.
Well to understand what Machine Learning & Data Mining Or Artificial Intelligence & Neural Network really is, I would say Graph algorithm,different types of graphs & graph maths would be a good start. Then there is discrete mathematics, theory of computations to help understand how this works. But entire AINN & DMML is basically graph algorithm.
Lots of people misunderstand the terms like thinking, intelligence & starts to fantasize about terminators & iRobots.