Not your usual answer for HN, but the best online courses I've ever taken are Chris Orwig's photography stuff on Lynda.com. Most local libraries have a free subscription with Lynda, and the way he teaches photography/Photoshop/etc was so useful to learn during college. It's not math or machine learning, but the guy is an absolute master at his craft -- and offers some of the clearest explanations on his line of thinking when working on projects.