How to get started with Machine Learning on Bluemix

There is a lot of talk about artificial intelligence (AI) these days, especially since Google's AlphaGo beat a Go world champion. Companies like IBM are using this technology already in a number of products. For example on Bluemix developers can easily consume cognitive Watson services like speech or image recognition that use machine and deep learning under the cover. While these Watson services are very easy to use for developers, sometimes you want to use machine learning for other scenarios. Since this technology looks so promising and powerful I'm trying to learn machine learning.