Model Predictive Control is an energy efficient climate control strategy in buildings. However, the effort associated with physics-based modelling seems to prevent widespread application in residential buildings. Applying machine-learning algorithms on historical data promises efficient generation of predictive models for control. In a recent experimental study, Data Predictive Control based on random forests and linear models outperformed a baseline controller during cooling season. In this paper, the approach is benchmarked against hysteresis control and conventional Model Predictive Control based on an RC-network model during heating season. Data Predictive Control shows promising results in terms of energy consumption and thermal comfort.