Most of the math in ML papers is smoke and mirrors. Some good theoretical papers exist but too many others cover up accidental discovery with vague mathy explanations.
If you really want to go deep on a topic in ML, take a subtopic paper and read related works until you can connect the basics to the paper. This consists of not only writing down the math but also coding the concepts. ML students go through this process when they choose a topic and start working on it. Focus on one topic and learn it. Present it to yourself or others. Find holes in the literature and try exploring them. Science!
If you really want to go deep on a topic in ML, take a subtopic paper and read related works until you can connect the basics to the paper. This consists of not only writing down the math but also coding the concepts. ML students go through this process when they choose a topic and start working on it. Focus on one topic and learn it. Present it to yourself or others. Find holes in the literature and try exploring them. Science!