The other thing to note in ML is that it seems like a few people go to industry research labs for a few years i.e MSR/FAiR/google brain and then come back to the academy since there are industry roles that involve research and publication. for instance moritz hardt.
my personal plan for the first 3 years of grad school is to work really hard and try to keep both academia and industry open and after year 3 evaluate the number of publications I have and my current skill set to see if I can make it in the academy or shift more towards industry.
I think the biggest factor I would comment on is look very closely about what jobs the graduated students from the department you matriculate at AND more importantly the professor you want to work with go on to do post Phd. There are a lot of naysayers in this thread about the risks of an academic career and I share those concerns but I felt a lot more comfortable taking the plunge after I looked at the career record of the graduated students of my advisor. They were all either tenure track or had good industry positions.
edit: if your advisor has collaborators in industry groups I think it is pretty straight forward to get an industry gig.