My personal preference is to learn by doing, and the best place I've found for this particular task is Kaggle (http://www.kaggle.com http://www.kaggle.com). Th

My personal preference is to learn by doing, and the best place I've found for this particular task is Kaggle (http://www.kaggle.com http://www.kaggle.com). They have a variety of datasets and scored data mining tasks, great forums for every level, code examples, and even a set of tutorials specifically for learning scikit (one of Python's machine learning libraries): http://blog.kaggle.com/2015/04/08/new-video-series-introduction-to-machine-learning-with-scikit-learn/ http://blog.kaggle.com/2015/04/08/new-video-series-introduct... I don't have any relationship with Kaggle other than being a semi-active user, but I really dig what they've got going. For a step-by-step approach, start with their blog posts and work on their "Getting Started" competitions. Everything you need is there.