One of the most underrated parts of modern stats/machine learning is that many of the best resources are available online for free from textbooks to MOOCs to code snippets. Like many people in the area I’ve used these resources to teach myself a lot of what I know. Here is a google doc with some of my favorite resources:

Most of these are available for free online (ok you can actually find all of them if you look hard enough). Here are a few worth highlighting: