@erictleung About writing your own Linear Algebra library: just go and get Code the Matrix. The book is just about it. It is in python. I remember you said you knew some python but even if you don't, if you have some programming basis that would be enough.
@erictleung :+1: will check that out. There is an explosion of tutorials now, and lots of data scientist that give courses. When I started I was just happy to find one or two courses on Coursera. This is also a guidance that I've found: http://datasciencemasters.org/
@evaristoc I believe Chris Bishop has now a successful restaurant. I think I got that book too