To become an AI entrepreneur, you neither need a masters or PhD. You need a problem statement that no one has solved, convince yourself why you have the distinctive capability to solve it.
The vision is not enough, building a good team and executing the idea is key. Lots of people have a vision but cant execute.
A masters and PhD are great technical degrees, but entrepreneurship needs a very different kind of mindset, being tenacious and resilient on your vision untill you accomplish it.
Dont do a masters or PHD for the sake of entrepreneurship. Do it only if you feel you will get the required technical expertise to execute your vision.
Your vision should drive your technical expertise, not the other way !