Can I suggest a longer, but (I think) better route? Try the Data/ML Engineer route. Instead of going directly into ML, try to work as a “supporter” of those doing ML. There’s a HUGE gap there, specially if you’re a good programmer. There are a lot of people in the “pure” ML space, people with science background, with phDs, etc. But there’s not enough people to support them: taking their models to producing, building…
Data Engineer is the outsourced part of what no ML researcher wants to do - a thankless, high-pressure, dead-end job which in no way leads to actually doing ML later - it would pigeon-hole the OP as unfit for real ML. The best way is to take Stanford Deep Learning courses at SCPD, build a reputation, do real ML work (even if it's not a PhD, it's the same courses Stanford PhDs take).
If you want to do real ML work, you pretty much need the PhD. This is a hard thing for people who have 140+ IQs but do poorly for whatever reason with formal education to accept, but it's true. Even if you get one real ML job without a doctoral degree, you won't get a second one.
Sure, other 140+ IQs can recognize very smart people with only (or not even) a bachelor's degree, but (a) your career in industry will be influenced by the opinions of not-smart but politically empowered people who rely on heuristics like educational prestige because they can't judge the genuine article, and (b) some of those 140+ are nevertheless scumbags and will use (a) against you.
If you want to be a serious player in an academic field like ML, you need to not only get the degree but start publishing and never stop. It doesn't matter all that much if your papers are any good; no one in industry will ever read them. But you need the image of a successful academic who's just slumming it and can go back any time.