For a rigorous learning plan: http://web.archive.org/web/20101102120728/http://measuringme..., don't forget to read the section "Straight into the Deep End".

See related discussions here: https://news.ycombinator.com/item?id=1187237 and https://news.ycombinator.com/item?id=1055042.

I am talking a middle of the path approach. Working through the following in order: 1. Linear Algebra 2. Calculus 3. Probability & Stats 4. Optimization Theory. For 1 and 2, using Manga Guides. Working through Manga guide for LA now. Note that I have a 3D graphics background and learning ML just to add to my skill set, so my plan is very specific to my use case. YMMV. Hope this helps a bit. Thanks.