There are some MOOC course on climate science with machine learning by ECMWF:
2. Concepts of Machine Learning
3. Practical ML applications in Weather & Climate
In addition, ECMWF also teach Data Assimilation and Numerical weather prediction. I think this is the best place to learn machine learning to annalyze the climate science.
References:
https://lms.ecmwf.int/course/index.php?categoryid=1
https://lms.ecmwf.int/