Real-time Event Joining in Practice With Kafka and Flink

Abstract: Historically, machine learning training pipelines have predominantly relied on batch training models, retraining models every few hours. However, industrial practitioners have proved that real-time training can lead to a more adaptive and personalized user experience. The transition from batch to real-time is full of tradeoffs to get the benefits of accuracy and freshness while keeping the costs low and having a predictable, maintainable system. Our work characterizes migrating to a streaming pipeline for a machine learning model using Apache Kafka and Flink. We demonstrate how to transition from Google Pub/Sub to Kafka to handle incoming real-time events and leverage Flink for streaming joins using RocksDB and checkpointing. We also address challenges such as managing causal dependencies between events, balancing event time versus processing time, and ensuring exactly-once versus at-least-once delivery guarantees, among other issues. Furthermore, we showcase how we improved scalability by using topic partitioning in Kafka, reduced event throughput by \textbf{85\%} through the use of Avro schema and compression, decreased costs by \textbf{40\%}, and implemented a separate pipeline to ensure data correctness. Our findings provide valuable insights into the tradeoffs and complexities of real-time systems, enabling better-informed decisions tailored to specific requirements for building effective streaming systems that enhance user satisfaction.