I am semi-self taught in machine learning (my degree covered most of the math) and have done a few projects with ML. I think the next step to prove myself to employers would be to work in an enviroment which is a little more professional, and more likely to emulate the ML enviroment at a company.

Since I am not in school anymore, I do not qualify for most internships.

Another thought would be to find some very early stage startups, and offer to work for really cheap, I would be willing to work for minimum wage for a while.