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Some resources to get you started - not including any coursera or udacity courses since others have already mentioned it.

Mathematical Monk - https://www.youtube.com/user/mathematicalmonk#p/c/0/ydlkjtov... (includes a probability primer)

Awesome Courses - https://github.com/prakhar1989/awesome-courses - its a very extensive list of university courses including subjects apart from Machine Learning as well

Programming Collective Intelligence - http://www.amazon.com/programming-collective-intelligence-bu... - heard very good reviews about this

Many other resources available apart from the above. You can access more such resources at http://www.tutorack.com/search?subject=machine%20learning

I think its a good idea to go through one or more beginner level courses like that offered by Andrew Ng on Coursera and then do an actual project.

[Disclaimer - I work at tutorack.com mentioned in the comment]




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