A career question, asked with EA aims in mind, that will hopefully be relevant to many other LW members.

I am considering CS research as a career path, probably in one of AI/ML/distributed systems. I'm currently working as a software developer and I have done extensive MOOC work to pick up a CS background in terms of coursework, but my undergraduate degree is in math and I have no published research.

If I decide that getting a PhD was worthwhile and wanted to apply to good programs, where would I start building my resume and skills? Independent research project? Sufficiently impressive projects within my current company? Should I just get a master's and see how that goes?

Alternately, is it possible to get involved with industry research without a PhD? What would such a career path look like?

Thoughts on any or all of the above questions, suggestions for people to talk to, etc. would be much appreciated.