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So you suggest that I should learn from MOOC then go on and work on some projects so that I can prove I really know it.

Exactly. And to take it one step further, choose one industry you are interested in. That way you will gain invaluable domain experience as you add relevant portfolio projects.

If you don't have an industry in mind, you can use a site like glassdoor.com and search for data scientist positions by city and industry to get a feel for demand.

Full disclosure: I'm in the industry for 10+ years as a programmer. I just realized that if I want to move in the AI direction I'll need some math education. I don't want to become a data scientist.

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