Designing Adaptive Algorithms Based on Reinforcement Learning for Dynamic Optimization of Sliding Window Size in Multi-Dimensional Data Streams
This addresses the challenge of dynamic optimization for real-time data processing in domains like IoT and finance, representing a novel method for a known bottleneck.
The paper tackles the problem of adapting sliding window sizes in multi-dimensional data streams by proposing a reinforcement learning-based approach, achieving improved classification accuracy, drift robustness, and computational efficiency over state-of-the-art methods on benchmark datasets.
Multi-dimensional data streams, prevalent in applications like IoT, financial markets, and real-time analytics, pose significant challenges due to their high velocity, unbounded nature, and complex inter-dimensional dependencies. Sliding window techniques are critical for processing such streams, but fixed-size windows struggle to adapt to dynamic changes like concept drift or bursty patterns. This paper proposes a novel reinforcement learning (RL)-based approach to dynamically optimize sliding window sizes for multi-dimensional data streams. By formulating window size selection as an RL problem, we enable an agent to learn an adaptive policy based on stream characteristics, such as variance, correlations, and temporal trends. Our method, RL-Window, leverages a Dueling Deep Q-Network (DQN) with prioritized experience replay to handle non-stationarity and high-dimensionality. Evaluations on benchmark datasets (UCI HAR, PAMAP2, Yahoo! Finance Stream) demonstrate that RL-Window outperforms state-of-the-art methods like ADWIN and CNN-Adaptive in classification accuracy, drift robustness, and computational efficiency. Additional qualitative analyses, extended metrics (e.g., energy efficiency, latency), and a comprehensive dataset characterization further highlight its adaptability and stability, making it suitable for real-time applications.