I would recommend a first-principles approach, if you're really interested in the field, building a career around it, and not just jumping on something because

I would recommend a first-principles approach, if you're really interested in the field, building a career around it, and not just jumping on something because it's "hot". To that end, start with Convex Optimization [1]. You'll develop an incredibly versatile - but not esoteric - mathematical background. You'll link the mathematics to solving real engineering problems fairly quickly. You'll tackle the basics of machine learning as well. After this, you'll have a pretty strong background to get into more traditional machine learning and deep learning. Regarding the former, Andrew Ng's notes are pretty solid [2], and for DL, Karpathy's Stanford course is great [3]. Self-studying all this material could take up to a year (part time, assuming you do it while having a job), but I don't know of a better way to gain the skills and get into the field. This approach balances your learning of fundamentals, engineering applications, real software, numerical computing, and the more fun "new" stuff. Hope it works out well for someone else. [1] - http://stanford.edu/class/ee364a/ http://stanford.edu/class/ee364a/ Great video lectures available too. [2] - http://cs229.stanford.edu/materials.html http://cs229.stanford.edu/materials.html Also has great video lectures on Youtube. [3] - http://cs231n.stanford.edu/index.html http://cs231n.stanford.edu/index.html Ditto on the lecture vids.