Hello,
Thanks for reaching out to us here. They are both machine learning methods for training. online machine learning is a method of machine learning in which data becomes available in a sequential order and is used to update the best predictor for future data at each step, as opposed to batch learning techniques which generate the best predictor by learning on the entire training data set at once.
Like, one more data coming in, the predictor moves once. This method is good for scenario like stock prediction, optimization...
Linear least square is a very good example to understand.
https://en.wikipedia.org/wiki/Linear_least_squares
For Machine Learning beginner, Machine Learning Designer is a very good point to start. You can try any algorithms to see the difference.
https://azure.microsoft.com/en-us/services/machine-learning/designer/
Please feel free to let us know if you have more questions.
Regards,
Yutong