You should practice on some toy problems. Get some KDD / kaggle data sets. Try to work on them. The advantage from these 2 sites is that they already have a sol

You should practice on some toy problems. Get some KDD / kaggle data sets. Try to work on them. The advantage from these 2 sites is that they already have a solution published. You can always refer to the solution for help. Remember there is no right or wrong answer. Just a more accurate answer. Try applying it some of the problems you want to solve. Mostly be patient. Unlike conventional programming, machine learning is non deterministic and can take some time to become a little comfortable