This is one of the standard PhD-level textbooks. It's probably a little bit much if you just want to use somebody else's library, but if you're developing your

This is one of the standard PhD-level textbooks. It's probably a little bit much if you just want to use somebody else's library, but if you're developing your own algorithms or you want to engage seriously with the research literature, you have to know what's in here. The main other books I'd consider are Foundations of Machine Learning (Rostamizadeh, Talwalkar & Mohri) and Machine Learning: A Probabilistic Perspective (Murphy). There are a few others, but I think you'd need a good reason not to pick one of those three.