If you want to work in ML, and are all excited about the (justified) deep learning hype, you are much better off learning decision trees, random forest and gradient boosting first, and then learning neural networks.
Most of the time, for most non-binary data XGB/VW will outperform a NN, be easier to use and more interpretable.
Plus you'll learn all the shitty programming stuff you need to do to get your data in a reasonable shape for a NN anyway.
Seriously, I see an amazing amount of people that deploy basic vanilla decision trees (no boosting/bagging, no particular thought about features etc) without any real thought or reason. It has become one of my main "ML smells".
I mean - I like people who say they'd try a random forest first for a given problem because it's almost always a good answer.
But yes - feature engineering is almost always the difference then.
Or do you mean features like a website?
Imagine you are predicting a basketball game. Features would be things like:
Season Win/Loss ration of each team
Number of wins in a row
Proportion of points by best player on team
etc etc.
These are pretty easy, but then sometimes you need to do work to generate the features - this is called feature engineering.
Some features which might need more "feature engineering":
Average sentiment of social network posting by team members
1-on-1 effectiveness of defensive players vs opposition offense (something like this might require video analysis and sometimes manual annotation)
In the computer vision world, things like edges and points are often used as features.
Deep learning is nice because it automatically learns these features given enough time. Otherwise people spend a lot of time building algorithms like SIFT etc.
Say you want to classify if text is spam or not. Features could be each word. Then you can build additional features on top of those words, like: - is header all caps? - is text contain some particular keyword (viagra, enlargement...) - are there typos? - link to weird domains?
and much more. You can create tons of those features. Some would be helpful, some neutral, some will decrease quality of your model.
Core of the machine learning is creating those features, sending them to algo and measuring impact. Choosing algo is actually smallest portion of your job (on most projects)
F: R^{n x n} => R^d
Now, for binary classification, the classifier is a map,
C: R^d => {0,1}
C( F(image) ) = label
You could a imagine a database of 100px by 100px images of circles and squares. In this case, you might have a hard time obtaining an accurate classifier, if the "features" are simply the image pixel values. On the other hand, a small feature indicating the presence of corners and curvature through some mathematical transformations would likely perform well.
Conceptually, in the image case, features are "things" in images that ML tools use to perform tasks.
A image with lots of blue it it has a chance that it is of sky.
An image with lots of hard edges might be something human made - a house, a book etc.
Pixels are really a distraction - there are alternative representations of images which don't use pixels at all. Think wavelet based compressed sensing techniques.
Feature engineering is the work process where you massage, select, transform, normalize, regularize, standardize, adjust, whiten your input into format that is easy to digest into next phase.
To confuse things even more, another name for feature learning is representation learning. Deep does just this. One layer learns new features that are inputs for next layer.
Real world example I'm working with:
I have raw EEG data from multiple channels and I want to use machine learning to classify it. The raw input is rows of integer values. That represent EEG reading 1 per channel. There are 300 readings per second.
Consider all these issues: 1) every person and every electrode has different level of impedance and noise every time they are attached, 2) during a measurement the impedance changes and noise level changes. 3) there are several periods where person moves messing with the measures. These measurements should be removed automatically.
The pipeline from raw data to the beginning of deep learning pipeline may be as follows: linear and constant detrending, normalize to standard deviation, remove 50 Hz noise, whiten, STFT into 0.5 second frequency segments, (remove epochs where patient moves) run trough carefully adjusted logit function.
In CV, the first-ish level of processing determines the points on the image that will be used as "individual measurable properties" (or, maybe more accurately, the sources for those). These are the features, and then they go into the rest of the system for recognition, etc.
The basic theme is stripping something analogous to "noise" and "bias" - noise being the stuff you don't want to pay attention to, and "bias" being the predictable/regular offset per thing - because you want to recognize that two things are actually the same thing, despite differences in noise and bias.
(An example of "bias" might be the color of the lights where the picture was taken).
Then the idea is pretty much that, if the same thing is seen in two different places, after stripping the noise and the bias from it, they "look" identical (diff is within an epsilon).
That sound about right?
Manually correcting the bias by engineering a feature with it stripped out is a good example.
Traditionally the best answer is to do Andrew Ng's Machine Learning course[1]. It's a great course, and you won't regret doing it, but it is kind of annoying that it is in a language (Matlab/Octave) you'll (hopefully) never use again.
A lot of people now recommend working through CS229[2]. I haven't looked at it depth, but I've been impressed with a lot of the class projects.
If you like books, then Statistical Learning in R[3] is generally well regarded.
If you like doing stuff, then Kaggle and SciKit-Learn will throw you in the deep-end. Just be aware you can't just program, though - you really do need to understand some theory. It's good to run into a problem, and then really, really understand the reasons behind what you are seeing.
[1] https://www.coursera.org/learn/machine-learning
But for most of the datasets that most people see you won't actually do any better - you just don't have enough data for a deep neural network to work, and you probably have to do the feature engineering work anyway.
It's actually a lot easier than stuff like Support Vector Machines.
First, learn and understand the central limit theorem. That will force you to understand enough statistics to not be dangerous.
Then I'd work through https://www.kaggle.com/omarelgabry/titanic/a-journey-through... until I can do the whole thing myself.
Then I'd do a Kaggle. I like Kaggle because the datasets are well prepared, and the problems are well stated. There are plenty of other similar datasets etc if you don't want to do that.
I don't know any specific Python books though.
[1] https://www.khanacademy.org/math/statistics-probability/samp... maybe? I haven't watched these, but generally the Khan Academy stuff is a good place to start.