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In this series of two papers, we present our research on intelligent energy management for hybrid electric vehicles (HEVs). These two papers cover the modeling of power flow in HEVs, the mathematical background of optimization in energy management in HEVs, a machine learning framework that combines dynamic programming (DP) with machine learning to learn about roadway-type- and traffic-congestion-level-specific energy optimization, machine learning algorithms, and real-time quasi-optimal control of energy flow in an HEV. This first paper presents our research on machine learning for optimal energy management in HEVs. We will present a machine learning framework ML_EMO_HEV developed for the optimization of energy management in an HEV, machine learning algorithms for predicting driving environments, and the generation of an optimal power split for a given driving environment. Experiments are conducted based on a simulated Ford Escape Hybrid vehicle model provided by Argonne National Laboratory's Powertrain Systems Analysis Toolkit (PSAT). Based on the experimental results on the test data, we can conclude that the neural networks trained under the ML_EMO_HEV framework are effective in predicting roadway type and traffic congestion levels, predicting driving trends, and learning optimal engine speed and optimal battery power from DP.