I recommend Shai Shalev-Schwartz and Shai Ben-David's Understanding Machine Learning: From Theory to Algorithms [0]. I've also used and found Mohri's Foundation

I recommend Shai Shalev-Schwartz and Shai Ben-David's Understanding Machine Learning: From Theory to Algorithms [0]. I've also used and found Mohri's Foundations of Machine Learning quite insightful [1]. Usually, between the two books, at least one's proof is easy to follow. Get both unless you're only getting one, in which case, get Shai Shalev-Schwartz's. [0] http://www.cs.huji.ac.il/~shais/UnderstandingMachineLearning/ http://www.cs.huji.ac.il/~shais/UnderstandingMachineLearning... [1] https://mitpress.mit.edu/books/foundations-machine-learning https://mitpress.mit.edu/books/foundations-machine-learning