Everyone has a different starting point.
In my case, it's admitedly not zero - I've been working with experimental data and theoretical models for a while, mainly using MATLAB and Mathematica. However, the field of Data Science (as it is, in general, talked about) has little place* for MATLAB. In fact, data science is a whole other beast, from the point of view of languages and technology.
One of those seemingly important languages is python. So, to begin my journey, so to speak, I have just completed the Intro to Computer Science course from Udacity. I found this really useful because I've never had any formal computer science training - my programming to date has been learning as and when I needed to do something, rather then learning important fundamental concepts. The course is based solely on python, so I can really recommend it as a way to learn the fundamental parts of the python language, plus all the general computer programming concepts, e.g. if statements, while loops, for loops, recursion, as well as how to build a search engine! In fact, the course revolves around understanding and building a search engine, so, in the end, you really have built a basic search engine, using the ranking algorithm used by Google when it first appeared all those years ago.
Then, the final part of the Udacity course was a Final Project, which was to build and analyse a social network from strings of user data. I'll post about my final project a little later.
* I must say, though, I prescribe definitely to the idea that you should choose the best tool for the job (which could be MATLAB!). First the problem, then the solution through the best technology you can muster.
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