Personally I think learning by doing is the best method. I think I saw some science on this a while ago and I am 99% sure that the results were that people learn best by doing and second best by discussing in groups and so on.
I am also seeking an answer for that question for a long time and I suggest you to watch Ali Abdaal's videos on youtube. He shares tips on using different methods(such as spaced repetition, active recall) to learn easier and better. Good luck !
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