The MSCG/FM (multiscale coarse-graining via force-matching) approach is an efficient supervised machine learning method to develop microscopically informed coarse-grained (CG) models. We present a theory based on the principle of maximum entropy (PME) enveloping the existing MSCG/FM approaches. This theory views the MSCG/FM method as a special case of matching the thermodynamic forces from the extended ensemble described by the set of thermodynamic (relevant) system coordinates. This set may include CG coordinates, the stress tensor, applied external fields, and so forth, and may be characterized by nonequilibrium conditions. Following the presentation of the theory, we discuss the consistent matching of both bonded and nonbonded interactions. The proposed PME formulation is used as a starting point to extend the MSCG/FM method to the constant strain ensemble, which together with the explicit matching of the bonded forces is better suited for coarse-graining anisotropic media at a submolecular resolution. The theory is demonstrated by performing the fine coarse-graining of crystalline 1,3,5-triamino-2,4,6-trinitrobenzene (TATB), a well-known insensitive molecular energetic material, which exhibits highly anisotropic mechanical properties.