Ask HN: What is the right way to self-learn Machine learning?

I have an electrical engineering background and the recent developments of ML, Deep Learning & AI is very interesting and I hoped to self-learn this. I signed up for Udacity's Machine Learning Nano Degree program and found it to be at a much higher level than what I had hoped. They usually drop an algorithm and talk about using it to solve the problem, rather than getting into the rudiments of it. Could you please suggest some methods - books, videos and general techniques to master the theory as well as the practical aspects of ML?