"The Elements of Statistical Learning" (https://web.stanford.edu/~hastie/local.ftp/Springer/OLD/ESLI...) is far and away the best book I've seen.
It took me hundreds of hours to get through it, but if you're looking to understand things at a pretty deep level, I'd say it's well-worth it.
Even if you stop at chapter 3, you'll still know more than most people, and you'll have a great foundation.
Hope this helps!