Go to Kaggle and enter a data competition. It is super, super easy to start (usually you just have to submit a solution which is a bunch of 1′s and 0′s) but to win, or even increase your rank, requires learning of real, practical data skills. I believe some companies even do recruiting through kaggle competitions.
If you go this route, download the scipy superpack which includes scikit-learn. You can spend five minutes reading about e.g., Naive Bayes classifiers, and then five minutes later you can be checking out how it works on your data!
Go to Kaggle and enter a data competition. It is super, super easy to start (usually you just have to submit a solution which is a bunch of 1′s and 0′s) but to win, or even increase your rank, requires learning of real, practical data skills. I believe some companies even do recruiting through kaggle competitions.
If you go this route, download the scipy superpack which includes scikit-learn. You can spend five minutes reading about e.g., Naive Bayes classifiers, and then five minutes later you can be checking out how it works on your data!