How can I become data scientist?FAQ

How can I become a data scientist?FAQ
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Upvoted by Ryan Fox Squire, Neuroscientist Turned Data Scientist • Quora User, Australian Data Engineer • William Emmanuel Yu, Chief Nerd. PHB and PHD.
Originally Answered: How do I become a data scientist?
Strictly speaking, there is no such thing as "data science" (see What is data science? ). See also: Vardi, Science has only two legs: http://portal.acm.org/ft_gateway...

Here are some resources I've collected about working with data, I hope you find them useful  (note: I'm an undergrad student, this is not an expert opinion in any way).

1) Learn about matrix factorizations

Take the Computational Linear Algebra course (it is sometimes called Applied Linear Algebra or Matrix Computations or Numerical Analysis or Matrix Analysis and it can be either CS or Applied Math course). Matrix  decomposition algorithms are fundamental to many data mining applications and are usually underrepresented in a standard "machine learning" curriculum. With TBs of data traditional tools such as Matlab become not suitable for the job, you cannot just run eig() on Big Data. Distributed matrix computation packages such as those included in Apache Mahout [1] are trying to fill this void but you need to understand how the numeric algorithms/LAPACK/BLAS routines [2][3][4][5] work in order to use them properly, adjust for special cases, build your own and scale them up to terabytes of data on a cluster of commodity machines.[6] Usually numerics courses are built upon undergraduate algebra and calculus so you should be good with prerequisites.  I'd recommend these resources for self study/reference material:
See Jack Dongarra : Courses and What are some good resources for learning about numerical analysis?

2) Learn about distributed computing

It is important to learn how to work with a Linux cluster and how to design scalable distributed algorithms if you want to work with big data (Why the current obsession with big data? ).
Crays and Connection Machines of the past can now be replaced with farms of cheap cloud instances, the computing costs dropped to less than $1.80/GFlop in 2011 vs $15M in 1984: http://en.wikipedia.org/wiki/FLOPS .
If you want to squeeze the most out of your (rented) hardware it is also becoming increasingly important to be able to utilize the full power of multicore  (see http://en.wikipedia.org/wiki/Moo... )
Note: this topic is not part of a standard Machine Learning track but you can probably find courses such as Distributed Systems or Parallel Programming in your CS/EE catalog. See distributed computing resources, a systems course at UIUC, key works, and for starters: Introduction to Computer Networking.
After studying the basics of networking and distributed systems, I'd focus on distributed databases, which will soon become ubiquitous with the data deluge and hitting the limits of vertical scaling.  See key works,  research trends and for starters: Introduction to relational databases and Introduction to distributed databases (HBase in Action).

3) Learn about statistical analysis

Start learning statistics by coding with R: What are essential references for R? and experiment with real-world data: Where can I find large datasets open to the public?
Cosma Shalizi compiled some great materials on computational statistics, check out his lecture slides, and also What are some good resources for learning about statistical analysis?
I've found that learning statistics in a particular domain (e.g. Natural Language Processing) is much more enjoyable than taking Stats 101. My personal recommendation is the course by Michael Collins at Columbia (also available on Coursera).
You can also choose a field where the use of quantitative statistics and causality principles [7]  is inevitable, say molecular biology [8], or a fun sub-field such as cancer research [9], or even narrower domain, e.g.