I found this great channel by professor Nando de Freitas now at the University of Oxford, and previously at the University of British Columbia (UBC). Most of the videos are good, but the series on Neural Networks and Deep Learning is great.
The logistic regression intro video is a good place to start:
Logistic regression: Optimization and Bayesian inference via Monte Carlo. Slides available at: http://www.cs.ubc.ca/~nando/540-2013/lectures.html Course taught in 2013 at UBC by Nando de Freitas
And then you can dive deep into Neural Networks:
Neural Networks Slides available at: http://www.cs.ubc.ca/~nando/540-2013/lectures.html Course taught in 2013 at UBC by Nando de Freitas
The early videos have terrible sound — they were lectures taken at UBC — but they get better and are a really good resource. :)