Context. Heat load forecasting is an important part of district heating optimization. In particular, energy companies aim at minimizing peak boiler usage, optimizing combined heat and power generation and planning base production. To achieve resource efficiency, the energy companies need to estimate how much energy is required to satisfy the market demand. Objectives. We suggest an online machine learning algorithm for heat load forecasting. Online algorithms are increasingly used due to their computational efficiency and their ability to handle changes of the predictive target variable over time. We extend the implementation of online bagging to make it compatible to regression problems and we use the Fast Incremental Model Trees with Drift Detection (FIMT-DD) as the base model. Finally, we implement and incorporate to the algorithm a mechanism that handles missing values, measurement errors and outliers. Methods. To conduct our experiments, we use two machine learning software applications, namely Waikato Environment for Knowledge Analysis (WEKA) and Massive Online Analysis (MOA). The predictive ability of the suggested algorithm is evaluated on operational data from a part of the Karlshamn District Heating network. We investigate two approaches for aggregating the data from the nodes of the network. The algorithm is evaluated on 100 runs using the repeated measures experimental design. A paired T-test is run to test the hypothesis that the the choice of approach does not have a significant effect on the predictive error of the algorithm. Results. The presented algorithm forecasts the heat load with a mean absolute percentage error of 4.77\%. This means that there is a sufficiently accurate estimation of the actual values of the heat load, which can enable heat suppliers to plan and manage more effectively the heat production. Conclusions. Experimental results show that the presented algorithm can be a viable alternative to state-of-the-art algorithms that are used for heat load forecasting. In addition to its predictive ability, it is memory-efficient and can process data in real time. Robust heat load forecasting is an important part of increased system efficiency within district heating, and the presented algorithm provides a concrete foundation for operational usage of online machine learning algorithms within the domain.