The analogy is you wouldn't necessarily take the Olive Garden line cook training class if you wanted to be a French chef. Sure, it won't hurt to learn how to use a knife and it might be a decent Step 0, but it won't get you much of the way towards your goal.
You should really consider a more in-depth CS education, whether that's through a traditional university or something like a Coursera / Udacity nano degree in your areas of interest.
As a practical matter, it might be better to stay employed while you pursue that. But that's up to you. Plan on spending some significant time learning (1-2 years at least) before you can do what you want, not just a few weeks.
You're very smart to consider getting into something like deep learning. The opportunities will be good over the next 10 years like you said - but only for those who are really good at it. It's a very technical field that requires lots of continuing learning. The competition for the best jobs is high. Don't get into coding unless you are very excited about it and willing to invest in learning it for the rest of your life.
If you are excited about coding and willing to put years of learning into it, go for it! But otherwise you could take the impressive skills you already have and find a way to reinvent yourself and apply them in the deep learning industry without becoming the actual coder yourself.