https://www.deeplearningbook.org/ and http://incompleteideas.net/book/the-book-2nd.html are excellent resources for supervised and reinforcement learning, respectively, and some knowledge of statistics and probability go a long way. But I think by far the most important thing is to just start training models, even very small ones, and developing an intuition for what works and what the failure modes are.

- Get really comfortable with matplotlib or your graphing library of choice. Plot your data in every way you can think of. Plot your models' outputs, find which samples they do best and worst on.

- Play around with different hyperparameters and data augmentation strategies and see how they affect training.

- Try implementing backprop by hand -- understanding the backward pass of the different layers is extremely helpful when debugging. I found Karpathy's CS231n lectures to be a great starting point for this.

- Eventually, you'll want to start reading papers. The seminal papers (alexnet, resnet, attention is all you need, etc) are a good place to start. I found https://www.youtube.com/c/YannicKilcher (especially the early videos) to be a very useful companion resource for this.

- Once you've read some papers and feel comfortable with the format, you'll want to try implementing something. Important tricks are often hidden away in the appendices, read them carefully!

- And above all, remember that machine learning is a dark art -- when your dataloader has a bug in its shuffling logic, or when your tensor shapes get broadcast incorrectly, your code often won't throw an error, your model will just be slightly worse and you'll never notice. Because of this, 90% of being a good ML researcher/engineer is writing tests and knowing how to track down bugs. http://karpathy.github.io/2019/04/25/recipe/ perfectly summarizes my feelings on this.