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Get some background knowledge; I think with a topic like machine learning it's important to understand why certain algorithms work better than others on different kinds of data. I would recommend following a structured course. Andrew Ng's, or the UC berkley one are good. Tom Mitchell's Machine Learning book is a great intro too to supplement the online course of your choice.

If you're a python dev, maybe download scikit-learn and see what kinds of things you can put together after a few lectures.

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