# Designing Adaptive Algorithms Based on Reinforcement Learning for Dynamic Optimization of Sliding Window Size in Multi-Dimensional Data Streams

arXiv: https://arxiv.org/abs/2507.06901 · HTML: https://mlsanity.com/paper/2507.06901/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Placed in Adversarial robustness and RL in finance, one of 15 directions in Deep reinforcement learning methods.
- Builds on 9 of its 26 references that are in the map.
- First posted on arXiv 9 Jul 2025.

## Placed in

- Deep reinforcement learning methods / [Adversarial robustness and RL in finance](https://mlsanity.com/deeprl/adversarial-robustness-and-rl-in-finance/)

## Builds on (most cited first, 9 of 9)

- [Batch Normalization: Accelerating Deep Network Training by Reducing Internal Covariate Shift](https://mlsanity.com/paper/1502.03167/) (2015)
- [Continuous control with deep reinforcement learning](https://mlsanity.com/paper/1509.02971/) (2015)
- [Deep Reinforcement Learning with Double Q-learning](https://mlsanity.com/paper/1509.06461/) (2015)
- [Prioritized Experience Replay](https://mlsanity.com/paper/1511.05952/) (2015)
- [Dueling Network Architectures for Deep Reinforcement Learning](https://mlsanity.com/paper/1511.06581/) (2015)
- [Noisy Networks for Exploration](https://mlsanity.com/paper/1706.10295/) (2017)
- [Streaming Deep Reinforcement Learning Finally Works](https://mlsanity.com/paper/2410.14606/) (2024)
- [Online Machine Learning in Big Data Streams](https://mlsanity.com/paper/1802.05872/) (2018)
- [SMAUG: A Sliding Multidimensional Task Window-Based MARL Framework for Adaptive Real-Time Subtask Recognition](https://mlsanity.com/paper/2403.01816/) (2024)

## Abstract (arXiv)

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.