Nowaday, there are lots of online courses related to machine learning, and there are lots of programming languages which can be used to do data mining, such as R, Python or Matlab. For example there are lots of data science related courses on coursera, some use R and some use Matlab.
Lots of the time I just download the videos to my disk, and never open it again, other times I spend all my time to finish the courses and just forget the real problem I want to study. When I am using machine learning tools, I find it's better to know some underlying mathematics, then I would pick up some book such as convex optimiztion, but this time I find it's too slow to master such materials. Seems there is no plan at all when I study machine learning techniques.
So anybody here who can share something about your methodology when you try to do machine learning or data mining, do you have systemic and effective plans?