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solipsist comments on Self-Study Questions Thread - Less Wrong Discussion
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For the record, machine learning is a topic where (1) it's easy to fool yourself with over-optimistic test result (2) it's easy to waste months improving parts of a project which do not matter in the end . These problems are both mitigated (somewhat) by learning the foundations.
Not to say you wouldn't learn a lot by just diving in. Diving in, then going back and figuring out what you were doing seems like it could be a good thing for many people.