The interconnection between the Smart Grid and Building Energy Management Systems involves complex interactions. The quantification of the building energy variability requires more powerful learning methods in the context of more and more data available, paving the way for a new optimized behaviour from the demand side. In this context, firstly we extend and explore the state-of-the-art learning methods by using high-order Restricted Boltzmann Machines (RBMs). Their mathematical derivation requires a tensor factorization procedure which is applied to the high-order connections between their various layers. Secondly, for the unsupervised prediction problem we propose two new methods based on the reinforcement and transfer learning approaches...