I'm glad to see there are online options for groups like Stack Exchange or tighter group's like the one integerclub mentions, but I still seem to run into the same problem. For example, I'm not sure how to get a group of people that are interested in reading book X when I want to start it. If anyone has advice on that, please share.
Having said that, I think it probably would be sufficient to find _just one_ other person who is at the same level of mathematical maturity and has the same degree of commitment to change the entire learning experience for the better. You don't need a big group.
After that I worked through my classes with a tutors help. Everything up to and including linear algebra and numerical analysis with the help of a extremely kind PhD student named Adnan. He had the patience of a saint and ended up becoming a very good friend.
The most valuable part of having someone like this available for an hour or two every week is that it increases your knowledge or understanding/minute rate dramatically. It's like having Google or Khan academy on steroids. Someone that did everything already and knows exactly what page of a text book to look lat to help you understand, but they don't even need the textbook, because they know how to explain the concept you're having trouble with.
To this day I work as one of many data lscientists on a team where we all have fairly diverse backgrounds. In fact I'm the only person that is only CS and does not have a graduate degree. I have a teammate that did her undergrad and Masters in mathematics and if I'm having a hard time with something math heavy after some googling, the first thing I do is ask her for a quick explainer. She does the same with me for CS or programming issues as well and I help her with informal code reviews.
I know this will seem like basic teamwork to a lot of folks, but far too often I see people in our industry exert huge amounts of effort to understand a difficult concept that likely someone they're sitting a few feet away from has a very good understanding of and would be happy to help them with, so they're not banging their head against the wall for hours. I had to have a similar conversation with my intern a couple years ago. She was spending hours doing pen on paper math to understand Kalman filters. Things went much more quickly after I talked to her about my process of working with my colleagues and asking for help when I didn't understand something.
TL;DR Ask for help sooner rather than later. We all stand on the shoulders of giants.
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Do not do it alone. I mean, it is okay to self-learn mathematics as much as possible but don't let that be the only way to learn. Find a self-study group where you can discuss what you are learning with others.
I think the social-effect can be profound in learning. I realized this when I used to learn calculus on my own. My progress was slow. But when I found a few other people who were also studying calculus, my knowledge and retention grew remarkably. I think the constant discussion and feedback-loop helps.
With round the clock internet connectivity, it is easier to find a self-study group now than ever.