PhD in Machine Learning from CS Department or from EE Department?

It's not about the department. Choose an adviser that is good in machine learning (ML). He/she might be in CS or EE. In my university, there are staff members in both departments who can supervise ML projects. Choose someone who fits your interest and work style; see recent question regarding selecting an adviser.

Firstly, keep in mind that some institutions actually have their own machine learning departments (for example, Carnegie Mellon University). That being said, in general, Machine Learning falls under the umbrella of Computer Science and Statistics / Applied Math. It's typically not considered a subset of Electrical Engineering unless you're working in robotics or very narrow cases of building specialized hardware for machine learning algorithms.

If you are interested in doing a PhD in machine learning, you will most likely be applying to either a Computer Science, Applied Mathematics, or Robotics program.

You didn't provide enough information to know, but if your statistics department offers ML classes, do that. After having been in machine learning for a while, I'm realizing that a solid background in statistics does at least two things: 1) you are more likely to realize statistical characteristics of your data that are important for model selection and feature engineering 2) you are in a better position to comprehend your data in a manner your peers will not

Remember, machine learning is about training algorithms to recognize patterns. Statistics is about making inferences about data. Pair them together and you're unstoppable.