As the title, I concern about what is the best way to learn mathematics. I've asked some of the professors in my university.
Some said that I should intuitively understand mathematical concepts and theorems (i.e. understand the geometrical intuition or the idea of the concepts and the theorems)
Some said that I should just study the concepts and theorems, try to prove them using mathematical formulas, or try to understand the mathematical formulas and reasoning in the proof
Some said that I should study the concepts and theorems just to know where to find them when I need some reference
Which is the right way for me to learn mathematics ?
P.s: my major is machine learning
This is much too vague a question and will probably be closed. That said, I will try to help.
First, there is no "best way". What works for someone else may not work for you. So you have to experiment with several ways and learn how you learn best.
I think that is rather like "machine learning", where the goal is to teach a machine to figure something out with guided experiments rather than by telling it something. Here you are the machine and the subject is mathematics.
Since you are more interested in the applications of some mathematics, not in the mathematics for its own sake, I suggest that when you encounter it in your work you try to understand what it says in that context rather than focus on starting from fundamentals and proving theorems.