I can really recommend Introduction to statistical learning by James, Witten, Hastie and Tibshirani if you are looking for something that covers the theory with

I can really recommend Introduction to statistical learning by James, Witten, Hastie and Tibshirani if you are looking for something that covers the theory without going into too much detail. There is also Elements of statistical learning by the same authors if you are looking for something more rigorous. I haven’t read very much of it but it is supposed to very good too.