Online learning has become a vital option for ensuring daily instruction in response to the emergence of the COVID-19 epidemic. However, different from conventional massive online learning, inadequate available data bring challenges for instructors to identify underachieving students in school-based online learning, which may obstruct timely guidance and impede learning performance. Exploring small-sample-supported learning performance prediction and personalized feedback methods is an urgent need to mitigate these shortcomings. Consequently, considering the problem of insufficient data, this study proposes a machine learning model for learning performance prediction with additional pre-training and fine-tuning phases, and constructs a personalized feedback generation method to improve the online learning effect. With a quasi-experiment involving 62 participants (33 in experimental group and 29 in control group), the validity of the prediction model and personalized feedback generation, and the impact of the personalized feedback on learning performance and cognitive load, were evaluated. The results revealed that the proposed model reached a relatively high level of accuracy compared to the baseline models. Additionally, the students who learned with personalized feedback performed significantly better in terms of learning performance and showed a lower cognitive load.