I got a masters degree in ML at a good school. I will say there’s pretty much nothing they taught me that I couldn’t have learned myself. That said, school focused my attention in ways I wouldn’t have alone, and provided pressure to keep going. The single thing which I learned the most from was implementing a paper. Lectures and textbooks to me are just words. I understand them in the abstract but learning by doing g…
I would start by taking a free university level course in statistics. Then I would continue with the basics: SVM, linear regression, naive Bayes, gradient boosting, neural nets etc. I would not only train and fine tune them, but I would also build simple ones myself instead of just using libraries. Then I would continue to what you said, participate in Kaggle competitions, try to solve real world problems.
I think that understanding the field from bottom up is priceless. Many people fine tune and train models, but they don't understand how that model works, nor do they know if the model they've chosen is the best fit for the problem they are trying to solve.
It's a rather long path if you really want to get good at it. Like in music: you can learn to play a tune by ear or you can learn to have a good, deep and thorough understanding of music.