Reddit reviews Bayesian Methods for Hackers: Probabilistic Programming and Bayesian Inference (Addison-Wesley Data & Analytics) (Addison-Wesley Data & Analytics)

Pick up a numerical analysis book of some sort. I learned out of Sauer, "Numerical Analysis" which I wasn't incredibly happy with and so I can't recommend it, but it covered the basics with example code in Matlab. Someone else here can probably recommend a better numerical methods textbook.

Some great free resources:

• Probabilistic Programming & Bayesian Methods for Hackers (hard copy: Amazon)
  
• Barber, "Bayesian Reasoning and Machine Learning" (hard copy: Cambridge University Press
  
  Other than that I don't know of any resources that could help with implementing machine learning algorithms; it mostly draws from numerical linear algebra / optimization, and the implementation details are left to the reader to grapple with.
  
  For me, it works best to buy a good theory book (Koller & Friedman!) or read a good paper, and look around for blog posts written about a topic of interest that come with examples and sample code. It's unfortunate that everything is so disorganized this way but that's how it seems to be. I'd be happy to learn that I'm wrong here, though :)
  
  Some blogs I can recommend:
  
  
• Mathieu's Log
  
• Edwin Chen
  
• Math ∩ Programming
  
• Randal S. Olson
  
• Almost Looks Like Work
  
  Hope this is helpful! This is basically how I've been learning ML on my own for work.
  
  
  

How far in are you? I've been wanting to do more stuff with PyMC3. I recently bought Bayesian Methods for Hackers to do so but a Slack study group sounds very helpful if I were to order this book as well.

Edit: I'd just like to confirm this group does plenty of Python despite the book only using R and whatever Stan is.

The pymc3 documentation is a good place to start if you enjoy reading through mini-tutorials: pymc3 docs

Also these books are pretty good, the first is a nice soft introduction to programming with pymc & bayesian methods, and the second is quite nice too, albeit targeted at R/STAN.

• Bayesian Methods for Hackers
  
• Doing Bayesian Data Analysis (Kruschke)

If you want to be valuable to companies post graduation you should learn more about programming (design templates, how to write tests, how to go from a paper to code). I recommend this book as a good starting place. Once you're comfortable with how the different methods work, pick up this book.