As the COVID-19 pandemic continues to unfold, understanding the global impact of non-pharmacological interventions (NPI) is important for formulating effective intervention strategies, particularly as many countries prepare for future waves. We used a machine learning approach to distill latent topics related to NPI from large-scale international news media. We hypothesize that these topics are informative about the timing and nature of implemented NPI, dependent on the source of the information (e.g., local news versus official government announcements) and the target countries. Given a set of latent topics associated with NPI (e.g., self-quarantine, social distancing, online education, etc), we assume that countries and media sources have different prior distributions over these topics, which are sampled to generate the news articles. To model the source-specific topic priors, we developed a semi-supervised, multi-source, dynamic, embedded topic model. Our model is able to simultaneously infer latent topics and learn a linear classifier to predict NPI labels using the topic mixtures as input for each news article. To learn these models, we developed an efficient end-to-end amortized variational inference algorithm. We applied our models to news data collected and labelled by the World Health Organization (WHO) and the Global Public Health Intelligence Network (GPHIN). Through comprehensive experiments, we observed superior topic quality and intervention prediction accuracy, compared to the baseline embedded topic models, which ignore information on media source and intervention labels. The inferred latent topics reveal distinct policies and media framing in different countries and media sources, and also characterize reaction to COVID-19 and NPI in a semantically meaningful manner. Our PyTorch code is available on Github (https://github.com/li-lab-mcgill/covid19_media).