CS229 is an excellent free online course offered by Stanford and teached by well-known scientist Andrew Ng.

In-Depth Course Material

Linear Regression, Classification and logistic regression, Generalized Linear Models
Generative Learning algorithms
Support Vector Machines
Learning Theory
Regularization and model selection
The perceptron and large margin classifiers
The k-means clustering algorithm
Mixtures of Gaussians and the EM algorithm
The EM algorithm
Factor analysis
Principal components analysis
Independent Components Analysis
Reinforcement Learning and Control