Assuming you know basic algebra and calculus already, learn introductory statistics and linear algebra first. Then pick up a book like http://www-bcf.usc.edu/~g

Assuming you know basic algebra and calculus already, learn introductory statistics and linear algebra first. Then pick up a book like http://www-bcf.usc.edu/~gareth/ISL/ http://www-bcf.usc.edu/~gareth/ISL/ (or companion lectures http://www.r-bloggers.com/in-depth-introduction-to-machine-learning-in-15-hours-of-expert-videos/ http://www.r-bloggers.com/in-depth-introduction-to-machine-l...). If you're a beginner, don't start with deep nets. Start with basic data analysis.