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I think you should start with a real world problem that is really important to a company that you work for. The problem might be one common to many businesses but unique to that business. For instance, demand forecasting, every business is different as are the signals needed for accurate demand forecasting.

So you could start with some really simple example code for demand forecasting but where you put in your data and your signals. In this way you can learn what you need to solve a particular problem, 'getting lucky' from only having to adapt examples. Sure it might be nice to learn all the fundamentals first but it is sometimes nice to scratch an itch, every company has plenty, choose one and see how far you get and learn along the way.

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