I get that we shouldn't "train" sense, but realistically I think this option would go a long way in helping it learn devices more quickly. If at the very least Sense had an initial questionnaire that included some basic questions (electric/gas heater, electric/gas water heater, number of garage door openers, electric/gas range) this could greatly reduce the number of unknowns that Sense has to figure out on it's own.
Along those same lines, what about having the Sense app immediately prompt questions when it detects something different. There are only a few inputs sense can use to narrow these things down so what's wrong with a little human input in order to speed things up a bit? A good example is that when I turn on the lights in my living room (four incandescent bulbs) I can literally see the watts jump on the app. "Why can't the app bring up a notification like "we saw something change did you turn something on/off?" You can then have a drop down of common things - lights, dishwasher, washer, etc. - and then an input or dropdown list of rooms (perhaps that's part of the initial questionnaire... name your rooms). While it doesn't have to be the final say, you can certainly use the inputs to help the algorithm narrow it down.
Just a few thoughts...