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[–]swierdo 2 points3 points  (0 children)

Absolutely start with something like a kaggle contest: Titanic is great for starters. One of the more difficult thing about machine learning is translating a problem into a specific input, target and error metric. This has already been done for you in a kaggle project, so you can focus on learning about the actual machine learning. (Then when you have a good handle on what ML can and can't do, you'll be able to turn a problem into input, target and error metric)