The cold start problem: how to build your machine learning portfolio

I'm a physicist who works at a YC startup. Our job is to help new grads get hired into their first machine learning jobs. Some time ago, I wrote about the things you should do to get hired into your first machine learning job. I said in that post that one thing you should do is build a portfolio of your personal machine learning projects. But I left out the part about how to actually to do that, so in this post, I'll tell you how.