There is no required textbook for the course. The following materials can be helpful.
Understanding Machine Learning: From Theory to Algorithms by Shalev-Shwartz and Ben-David
The Elements of Statistical Learning by Hastie, Tibshirani, and Friedman
High Dimentional Probability by Vershynin
Duchi's course
Ma's course
Shalev-Shwartz's survey on online learning