Data mining online course: does it go into my bibliography?
While you saw it first on this online course, that doesn't mean they are the correct citation. You can mention the URL, for instance, if you want to support it, but the citations should reference the original material OR some revised version (like a book, if the subject is somewhat  old).

Long story short: Want to cite a specific method? Search for the original article of the variation you are using and cite that. Is it something very common that is "textbook material"? Pick a good textbook and cite that.