Princeton offers multiple courses on theoretical machine learning, some of which are given below.

• COS 324 - Introduction to Machine Learning

• ECE434/COS434 - Machine Learning Theory

• COS 511 -  Theoretical Machine Learning

• COS 597D -  Computational Control Theory

• COS 598B - Advanced Topics in Computer Science: Mathematical Understanding in Deep Learning

• ECE524 - Foundations of Reinforcement Learning

• ECE539/COS512 - Optimization for Machine Learning 

• ELE538B: Theory of Weakly Supervised Learning

Additional special topics courses are offered every year, check https://www.cs.princeton.edu/courses/schedule.