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I've found reading the right books to be the best way. Lectures tend to be too broad for me, although they can serve as good overviews.

My philosophy is that if I want to learn something, I get a few suggestions for books, briefly skim through their contents and pick one. After that I'll take notes in it and reread and basically squeeze every ounce of knowledge that I possibly can from it until it's engrained in my brain.



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