I'm a fellow EE grad, that has been doing software for the past 20 years or so. I started studing ML a couple years ago. I started with a couple of Andrew Ng's courses on Coursera. I found it was a good mix of theory and practice. It's a really exciting field right now (a bit over-hyped, but still lots of room for growth).

BTW, I think the you may have a bit of an advantage because of the math background you presumably have with a BSEE (linear algerbra & differential equations).