I would recommend this to start: https://web.stanford.edu/~hastie/Papers/ESLII.pdf

and then this:

https://www.amazon.com/Smart-Grid-using-Data-Analytics/dp/1118494059

'Machine Learning: A Probabilistic Perspective'

This book covers the whole theoretical system of machine learning, and the author's thinking helps you understand the algorithm deeply.

I would suggest the popular online course by Andrew NG:

https://www.coursera.org/learn/machine-learning

Packt Publishing's machine learning books are suggested.

https://www.packtpub.com/big-data-and-business-intelligence/machine-learning-algorithms-second-edition

https://www.packtpub.com/big-data-and-business-intelligence/mastering-machine-learning-algorithms