The energy consumed by buildings is expected to significantly rise in the upcoming years, necessitating intelligent Home Energy Management Systems (HEMS) that create comfortable conditions for their inhabitants, while also offering sustainable and cost-effective solutions. The building environment, however, includes multiple time-varying parameters that cannot be controlled, such as the output of renewable energy sources, the market-dependent electricity prices, the outdoor temperature, as well as the occupants' energy habits. To overcome these barriers, we propose a hybrid Machine Learning (ML) algorithm for smart HEMS control, leveraging the properties of a decision-making deep deterministic policy gradient model, enhanced by the predictive capabilities of long short-term memory networks. Hence, the proposed algorithm aims to achieve an optimal balance between energy cost and occupant comfort by continuously adjusting the energy provided to the heating, ventilation, and air conditioning system, as well as controlling the energy storage system of the smart home. The proposed hybrid method is validated with simulations using real-world data and compared against baseline approaches, showcasing its effectiveness to achieve an optimal trade-off between the indoor temperature deviation and the average energy cost.