1. Python/C++/R/Java - you will probably want to learn all of these languages at some point if you want a job in machine-learning. Python's Numpy and Scipy libraries [2] are awesome because they have similar functionality to MATLAB, but can be easily integrated into a web service and also used in Hadoop (see below). C++ will be needed to speed code up. R [3] is great for statistics and plots, and Hadoop [4] is written in Java, so you may need to implement mappers and reducers in Java (although you could use a scripting language via Hadoop streaming [5]).
2. Probability and Statistics: A good portion of learning algorithms are based on this theory. Naive Bayes [6], Gaussian Mixture Models [7], Hidden Markov Models [8], to name a few. You need to have a firm understanding of Probability and Stats to understand these models. Go nuts and study measure theory [9]. Use statistics as an model evaluation metric: confusion matrices, receiver-operator curves, p-values, etc.
3. Applied Math + Algorithms: For discriminate models like SVMs [10], you need to have a firm understanding of algorithm theory. Even though you will probably never need to implement an SVM from scratch, it helps to understand how the algorithm works. You will need to understand subjects like convex optimization [11], gradient decent [12], quadratic programming [13], lagrange [14], partial differential equations [15], etc. Get used to looking at summations [16].
4. Distributed Computing: Most machine learning jobs require working with large data sets these days (see Data Science) [17]. You cannot process this data on a single machine, you will have to distribute it across an entire cluster. Projects like Apache Hadoop [4] and cloud services like Amazon's EC2 [18] makes this very easy and cost-effective. Although Hadoop abstracts away a lot of the hard-core, distributed computing problems, you still need to have a firm understanding of map-reduce [22], distribute-file systems [19], etc. You will most likely want to check out Apache Mahout [20] and Apache Whirr [21].
5. Expertise in Unix Tools: Unless you are very fortunate, you are going to need to modify the format of your data sets so they can be loaded into R,Hadoop,HBase [23],etc. You can use a scripting language like python (using re) to do this but the best approach is probably just master all of the awesome unix tools that were designed for this: cat [24], grep [25], find [26], awk [27], sed [28], sort [29], cut [30], tr [31], and many more. Since all of the processing will most likely be on linux-based machine (Hadoop doesnt run on Window I believe), you will have access to these tools. You should learn to love them and use them as much as possible. They certainly have made my life a lot easier. A great example can be found here [1].
6. Become familiar with the Hadoop sub-projects: HBase, Zookeeper [32], Hive [33], Mahout, etc. These projects can help you store/access your data, and they scale.
7. Learn about advanced signal processing techniques: feature extraction is one of the most important parts of machine-learning. If your features suck, no matter which algorithm you choose, your going to see horrible performance. Depending on the type of problem you are trying to solve, you may be able to utilize really cool advance signal processing algorithms like: wavelets [42], shearlets [43], curvelets [44], contourlets [45], bandlets [46]. Learn about time-frequency analysis [47], and try to apply it to your problems. If you have not read about Fourier Analysis[48] and Convolution[49], you will need to learn about this stuff too. The ladder is signal processing 101 stuff though.
Finally, practice and read as much as you can. In your free time, read papers like Google Map-Reduce [34], Google File System [35], Google Big Table [36], The Unreasonable Effectiveness of Data [37],etc There are great free machine learning books online and you should read those also. [38][39][40]. Here is an awesome course I found and re-posted on github [41]. Instead of using open source packages, code up your own, and compare the results. If you can code an SVM from scratch, you will understand the concept of support vectors, gamma, cost, hyperplanes, etc. It's easy to just load some data up and start training, the hard part is making sense of it all.
首先，你要熟悉这四种语言。Python因为开源的库比较多，可以看看Numpy和Scipy这两个库，这两个都可以很好的融入网站开发以及Hadoop。C++可以让你的代码跑的更快，R则是一个很好地统计工具。而你想很好地使用Hadoop你也必须懂得java，以及如何实现map reduce.
我推荐统计学习方法 李航写的，这算的上我mentor的mentor了。理解一些概率的理论，比如贝叶斯，SVM，CRF，HMM，决策树，AdaBoost，逻辑斯蒂回归，然后再稍微看看怎么做evaluation 比如P R F。也可以再看看假设检验的一些东西。
机器学习毕竟是需要极强极强数学基础的。我希望开始可以深入的了解一些算法的本质，SVM是个很好的下手点。可以从此入手，看看拉格朗日，凸优化都是些什么.
熟悉分布计算，机器学习当今必须是多台机器跑大数据，要不然没啥意义。请熟悉Hadoop，这对找工作有很大很大的意义。百度等公司都需要hadoop基础。
熟悉Unix的Tool以及命令。百度等公司都是依靠Linux工作的，可能现在依靠Windows的Service公司已经比较少了。所以怎么也要熟悉Unix操作系统的这些指令吧。我记得有个百度的面试题就是问文件复制的事情。
机器学习终究和大数据息息相关，所以Hadoop的子项目要关注，比如HBase Zookeeper Hive等等
这里主要是在讲特征的提取问题。无论是分类（classification）还是回归（regression）问题，都要解决特征选择和抽取（extraction）的问题。他给出了一些基础的特征抽取的工具如小波等，同时说需要掌握傅里叶分析和卷积等等。这部分我不大了解，大概就是说信号处理你要懂，比如傅里叶这些。。。
总之机器学习如果想要入门分为两方面：
一方面是去看算法，需要极强的数理基础（真的是极强的），从SVM入手，一点点理解。
另一方面是学工具，比如分布式的一些工具以及Unix~
[1] http://radar.oreilly.com/2011/04...
[2] NumPy — Numpy
[3] The R Project for Statistical Computing
[4] Welcome to Apache? Hadoop?!
[5] http://hadoop.apache.org/common/...
[6] http://en.wikipedia.org/wiki/Nai...
[7] http://en.wikipedia.org/wiki/Mix...
[8] http://en.wikipedia.org/wiki/Hid...
[9] http://en.wikipedia.org/wiki/Mea...
[10] http://en.wikipedia.org/wiki/Sup...
[11] http://en.wikipedia.org/wiki/Con...
[12] http://en.wikipedia.org/wiki/Gra...
[13] http://en.wikipedia.org/wiki/Qua...
[14] http://en.wikipedia.org/wiki/Lag...
[15] http://en.wikipedia.org/wiki/Par...
[16] http://en.wikipedia.org/wiki/Sum...
[17] http://radar.oreilly.com/2010/06...
[18] AWS | Amazon Elastic Compute Cloud (EC2)
[19] http://en.wikipedia.org/wiki/Goo...
[20] Apache Mahout: Scalable machine learning and data mining
[21] http://incubator.apache.org/whirr/
[22] http://en.wikipedia.org/wiki/Map...
[23] HBase - Apache HBase? Home
[24] http://en.wikipedia.org/wiki/Cat...
[25] grep
[26] http://en.wikipedia.org/wiki/Find
[27] AWK
[28] sed
[29] http://en.wikipedia.org/wiki/Sor...
[30] http://en.wikipedia.org/wiki/Cut...
[31] http://en.wikipedia.org/wiki/Tr_...
[32] Apache ZooKeeper
[33] Apache Hive TM
[34] http://static.googleusercontent....
[35]http://static.googleusercontent....
[36]http://static.googleusercontent....
[37]http://static.googleusercontent....
[38] http://www.ics.uci.edu/~welling/...
[39] http://www.stanford.edu/~hastie/...
[40] http://infolab.stanford.edu/~ull...
[41] https://github.com/josephmisiti/...
[42] http://en.wikipedia.org/wiki/Wav...
[43] http://www.shearlet.uni-osnabrue...
[44] http://math.mit.edu/icg/papers/F...
[45] http://www.ifp.illinois.edu/~min...
[46] http://www.cmap.polytechnique.fr...
[47 ]http://en.wikipedia.org/wiki/Tim...
[48] http://en.wikipedia.org/wiki/Fou...
[49 ]http://en.wikipedia.org/wiki/Con...
PRML或者pattern classification。基础打扎实再分具体方向看Probabilistic Graphical Models这些进阶书。
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