How do I learn how to code data mining algorithms on my own?

[rashidacse]

Andrew Ng's machine learning class on Coursera involve programming assignments that guide you through implementations of a handful (e.g. linear / logistic regression) in Matlab - https://www.coursera.org/course/ml.

Note: When you're using these algorithms in practice, you'll probably be using library functions. Considering that, I would value a deep understanding of how they work over learning how to implement your own.