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By all means get some "background knowledge" (linear algebra, statistics, calculus etc), play around with libraries and follow some MOOC, but primarily I'd suggest you go get yourself a post-graduate degree from a brick-and-mortar university, and in a course called "Data Science" or "Artificial Intelligence" and the like.

You can learn on your own, of course, but a university course will focus your learning, provide rich feedback, and give you a strong foundation on which to build. You'll also get to learn from other students, which is not often the case in MOOCs. And there's nothing like having a teacher on your payroll (which is essentially what paying for a course is) to answer your questions, clarify obscure areas in books and generally support you throughout the course.

For the record- I did exactly what I say above. After five years working in the industry as a dev, I took a Masters part-time, sponsored by my employer. I think I got a good foundation as I say above, and I certainly didn't have the time, or the focus, to learn the same things on my own.

And I did try on my own, with MOOCs-and-books for a while. I did learn useful stuff (the introductory AI course from Udacity for instance, was really helpful) but after starting the Masters it felt like all this time I'd been crawling along without aim, and now I was running.




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