If you're new to ML or datascience, I would recommend working to build a strong basis in Bayesian statistics. It will help you understand how all of the "canonical" ML methods relate to one another, and will give you a basis for building off of them. In particular, aspire to learn probabilistic graphical models + the libraries to train them (like pyro, tensorflow probability, Edward, Stan). They have a steep learning…
Great comments. I heartily agree and support the statement about probabilistic graphical models. Just to add a couple more facets to this perspective: 'State of the art' does not always mean 'best for your task', and in fact lately depending on your field SOTA sometimes simply means 'unaffordable' for anyone whose budget is under 1 million dollars. Try linear methods first. Ensembles of decent models are usually good…
This bears repeating.