Understanding Machine Learning: From Theory to Algorithms: Shai Shalev-Shwartz, Shai Ben-David: 9781107057135: Amazon.com: Books

But for those who have already got some basic ideas about the concepts of ML and the motivation for the theoretical justification of the algorithms, this is definitely should be the next book to read: it provides the rigorous proofs and presents the concepts and algorithms in clear mathematical language. There is no need to be scared though: the presentation of the stuff is excellent, the chapters are short enough in order to enable the reader to advance in reasonable steps (the book is derived from the lectures presented by both of the authors), there are excellent exercises.