Data centers account for significant global energy consumption and a carbon footprint. The recent increasing demand for edge computing and AI advancements drives the growth of data center storage capacity. Energy efficiency is a cost-effective way to combat climate change, cut energy costs, improve business competitiveness, and promote IT and environmental sustainability. Thus, optimizing data center energy management is the most important factor in the sustainability of the world. Power Usage Effectiveness (PUE) is used to represent the operational efficiency of the data center. Predicting PUE using Neural Networks provides an understanding of the effect of each feature on energy consumption, thus enabling targeted modifications of those key features to improve energy efficiency. In this paper, we have developed Bidirectional Gated Recurrent Unit (BiGRU) based PUE prediction model and compared the model performance with GRU. The data set comprises 52,560 samples with 117 features using EnergyPlus, simulating a DC in Singapore. Sets of the most relevant features are selected using the Recursive Feature Elimination with Cross-Validation (RFECV) algorithm for different parameter settings. These feature sets are used to find the optimal hyperparameter configuration and train the BiGRU model. The performance of the optimized BiGRU-based PUE prediction model is then compared with that of GRU using mean squared error (MSE), mean absolute error (MAE), and R-squared metrics.