I've heard good things about Andrew Ng's Coursera machine learning class, and it's free:

https://www.coursera.org/learn/machine-learning

There is a free intro to data science class on Udacity as well:

https://www.udacity.com/course/intro-to-data-science--ud359

Lastly, there's always Kaggle, which has plenty of resources to learn from, and competitions as well:

https://www.kaggle.com/