RL4CEP: reinforcement learning for updating CEP rules

Abstract

Abstract This paper presents RL4CEP, a reinforcement learning (RL) approach to dynamically update complex event processing (CEP) rules. RL4CEP uses Double Deep Q-Networks to update the threshold values used by CEP rules. It is implemented using Apache Flink as a CEP engine and Apache Kafka for message distribution. RL4CEP is a generic approach for scenarios in which CEP rules need to be updated dynamically. In this paper, we use RL4CEP in a financial trading use case. Our experimental results based on three financial trading rules and eight financial datasets demonstrate the merits of RL4CEP in improving the overall profit, when compared to baseline and state-of-the-art approaches, with a reasonable consumption of resources, i.e., RAM and CPU. Finally, our experiments indicate that RL4CEP is executed quite fast compared to traditional CEP engines processing static rules.

Keywords

• Deep Reinforcement Learning
• Complex Event Processing
• Financial Trading
• CEP Rules
• Rule Updates