"Machine learning" is a broad subject. "Deep learning" i.e. neural network is the sub-domain that currently Cortex support.
Learning "deep learning" is orthogonal to apply "deep learning" with Clojure/FP/Cortex.
You are better off to find more resource on "deep learning" in the forums more focus on the subject. I'd recommend trying Coursera's course on machine learning by Andrew Ng. It's quite a good tutorial.
Yu