Should I take a martial arts class or call the police?

The police is a smarter move. It will solve your problem quickly cuz martial arts takes years to get effective at. I'd recommend hiding a camera in a bag or something so you can catch them in the act. I'd suggest doing a martial art invade this happens again in the future. All martial art are good but I'd recommend wing chun cus it's good for self defense and was created by a woman