A year ago, there was hardly any literature to guide the physicist interested in machine learning. But now, dedicated reviews are appearing. Here are two recent, very useful ones:
Machine learning & artificial intelligence in the quantum domain (arXiv:1709.02779) – by Vedran Dunjko, Hans J. Briegel
A high-bias, low-variance introduction to Machine Learning for physicists (arXiv:1803.08823) – by Pankaj Mehta, Marin Bukov, Ching-Hao Wang, Alexandre G.R. Day, Clint Richardson, Charles K. Fisher, David J. Schwab. This even includes python notebooks!