path: root/wasserstein/include/auction_runner_jac.hpp

/*

Copyright (c) 2016, M. Kerber, D. Morozov, A. Nigmetov
All rights reserved.

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*/

#ifndef AUCTION_RUNNER_JAC_HPP
#define AUCTION_RUNNER_JAC_HPP

#include <assert.h>
#include <algorithm>
#include <functional>
#include <iterator>

#include "def_debug_ws.h"
#include "auction_runner_jac.h"


#ifdef FOR_R_TDA
#include "Rcpp.h"
#undef DEBUG_AUCTION
#endif

namespace hera {
namespace ws {


// *****************************
// AuctionRunnerJac
// *****************************

    template<class R, class AO, class PC>
    AuctionRunnerJac<R, AO, PC>::AuctionRunnerJac(const PointContainer& A,
                                              const PointContainer& B,
                                              const AuctionParams<Real>& params) :
            bidders(A),
            items(B),
            num_bidders(A.size()),
            num_items(A.size()),
            items_to_bidders(A.size(), k_invalid_index),
            bidders_to_items(A.size(), k_invalid_index),
            wasserstein_power(params.wasserstein_power),
            delta(params.delta),
            internal_p(params.internal_p),
            initial_epsilon(params.initial_epsilon),
            epsilon_common_ratio(params.epsilon_common_ratio == 0.0 ? 5.0 : params.epsilon_common_ratio),
            max_num_phases(params.max_num_phases),
            bid_table(A.size(), std::make_pair(k_invalid_index, k_lowest_bid_value)),
            oracle(bidders, items, params),
            max_bids_per_round(params.max_bids_per_round),
            dimension(params.dim)
#ifndef WASSERSTEIN_PURE_GEOM
            , total_items_persistence(std::accumulate(items.begin(),
                                                    items.end(),
                                                    R(0.0),
                                                    [params](const Real &ps, const DgmPoint &item) {
                                                        return ps + std::pow(item.persistence_lp(params.internal_p), params.wasserstein_power);
                                                    }
            )),
            total_bidders_persistence(std::accumulate(bidders.begin(),
                                                      bidders.end(),
                                                      R(0.0),
                                                      [params](const Real &ps, const DgmPoint &bidder) {
                                                          return ps + std::pow(bidder.persistence_lp(params.internal_p), params.wasserstein_power);
                                                      }
            )),
            unassigned_bidders_persistence(total_bidders_persistence),
            unassigned_items_persistence(total_items_persistence),
            gamma_threshold(params.gamma_threshold)
#endif
    {
        assert(A.size() == B.size());

#ifndef WASSERSTEIN_PURE_GEOM
        for (const auto &p : bidders) {
            if (p.is_normal()) {
                num_normal_bidders++;
                num_diag_items++;
            } else {
                num_normal_items++;
                num_diag_bidders++;
            }
        }
#endif
        // for experiments
        unassigned_threshold = 100;

#ifdef ORDERED_BY_PERSISTENCE
        batch_size = 1000;
        for(size_t bidder_idx = 0; bidder_idx < num_bidders; ++bidder_idx) {
            if (is_bidder_normal(bidder_idx)) {
                unassigned_normal_bidders_by_persistence.insert(
                        std::make_pair(bidders[bidder_idx].persistence_lp(1.0), bidder_idx));
            }
        }
#endif

    }

#ifndef WASSERSTEIN_PURE_GEOM
    template<class R, class AO, class PC>
    typename AuctionRunnerJac<R, AO, PC>::Real
    AuctionRunnerJac<R, AO, PC>::get_cost_to_diagonal(const DgmPoint &pt) const {
        return std::pow(pt.persistence_lp(internal_p), wasserstein_power);
    }

    template<class R, class AO, class PC>
    typename AuctionRunnerJac<R, AO, PC>::Real
    AuctionRunnerJac<R, AO, PC>::get_gamma() const {
        return std::pow(std::fabs(unassigned_items_persistence + unassigned_bidders_persistence),
                        1.0 / wasserstein_power);
    }
#endif

    template<class R, class AO, class PC>
    void AuctionRunnerJac<R, AO, PC>::assign_item_to_bidder(IdxType item_idx, IdxType bidder_idx)
    {
        //sanity_check();
        // only unassigned bidders submit bids
        assert(bidders_to_items[bidder_idx] == k_invalid_index);

        IdxType old_item_owner = items_to_bidders[item_idx];

        // set new owner
        bidders_to_items[bidder_idx] = item_idx;
        items_to_bidders[item_idx] = bidder_idx;

        // remove bidder and item from the sets of unassigned bidders/items
        remove_unassigned_bidder(bidder_idx);

        if (k_invalid_index != old_item_owner) {
            // old owner of item becomes unassigned
            bidders_to_items[old_item_owner] = k_invalid_index;
            add_unassigned_bidder(old_item_owner);
            // existing edge was removed, decrease partial_cost
            partial_cost -= get_item_bidder_cost(item_idx, old_item_owner);
        } else {
            // item was unassigned before
            remove_unassigned_item(item_idx);
        }

        // new edge was added to matching, increase partial cost
        partial_cost += get_item_bidder_cost(item_idx, bidder_idx);
    }

    template<class R, class AO, class PC>
    typename AuctionRunnerJac<R, AO, PC>::Real
    AuctionRunnerJac<R, AO, PC>::get_item_bidder_cost(const size_t item_idx, const size_t bidder_idx) const
    {
        return std::pow(dist_lp(bidders[bidder_idx], items[item_idx], internal_p, dimension),
                        wasserstein_power);
    }

    template<class R, class AO, class PC>
    void AuctionRunnerJac<R, AO, PC>::assign_to_best_bidder(IdxType item_idx) {
        assert(item_idx >= 0 and item_idx < static_cast<IdxType>(num_items));
        assert(bid_table[item_idx].first != k_invalid_index);
        IdxValPairR best_bid{bid_table[item_idx]};
        assign_item_to_bidder(item_idx, best_bid.first);
        oracle.set_price(item_idx, best_bid.second);
    }

    template<class R, class AO, class PC>
    void AuctionRunnerJac<R, AO, PC>::clear_bid_table() {
        auto iter = items_with_bids.begin();
        while (iter != items_with_bids.end()) {
            auto item_with_bid_idx = *iter;
            bid_table[item_with_bid_idx].first = k_invalid_index;
            bid_table[item_with_bid_idx].second = k_lowest_bid_value;
            iter = items_with_bids.erase(iter);
        }
    }

    template<class R, class AO, class PC>
    void AuctionRunnerJac<R, AO, PC>::submit_bid(IdxType bidder_idx, const IdxValPairR &bid) {
        IdxType item_idx = bid.first;
        Real bid_value = bid.second;
        assert(item_idx >= 0);
        if (bid_table[item_idx].second < bid_value) {
            bid_table[item_idx].first = bidder_idx;
            bid_table[item_idx].second = bid_value;
        }
        items_with_bids.insert(item_idx);
    }

    template<class R, class AO, class PC>
    void AuctionRunnerJac<R, AO, PC>::print_debug() {
#ifdef DEBUG_AUCTION
        sanity_check();
        std::cout << "**********************" << std::endl;
        std::cout << "Current assignment:" << std::endl;
        for(size_t idx = 0; idx < bidders_to_items.size(); ++idx) {
            std::cout << idx << " <--> " << bidders_to_items[idx] << std::endl;
        }
        std::cout << "Weights: " << std::endl;
        //for(size_t i = 0; i < num_bidders; ++i) {
            //for(size_t j = 0; j < num_items; ++j) {
                //std::cout << oracle.weight_matrix[i][j] << " ";
            //}
            //std::cout << std::endl;
        //}
        std::cout << "Prices: " << std::endl;
        for(const auto price : oracle.get_prices()) {
            std::cout << price << std::endl;
        }
        //std::cout << "Value matrix: " << std::endl;
        //for(size_t i = 0; i < num_bidders; ++i) {
            //for(size_t j = 0; j < num_items; ++j) {
                //std::cout << oracle.weight_matrix[i][j] - oracle.prices[j] << " ";
            //}
            //std::cout << std::endl;
        //}
        std::cout << "**********************" << std::endl;
#endif
    }

    template<class R, class AO, class PC>
    typename AuctionRunnerJac<R, AO, PC>::Real
    AuctionRunnerJac<R, AO, PC>::get_relative_error() const
    {
        if (partial_cost == 0.0 and unassigned_bidders.empty())
            return 0.0;
        Real result;
#ifndef WASSERSTEIN_PURE_GEOM
        Real gamma = get_gamma();
#else
        Real gamma = 0.0;
#endif
        // cost minus n epsilon
        Real reduced_cost = partial_cost - num_bidders * get_epsilon();
        if (reduced_cost < 0) {
            result = k_max_relative_error;
        } else {
            Real denominator = std::pow(reduced_cost, 1.0 / wasserstein_power) - gamma;
            if (denominator <= 0) {
                result = k_max_relative_error;
            } else {
                Real numerator = 2 * gamma +
                                 std::pow(partial_cost, 1.0 / wasserstein_power) -
                                 std::pow(reduced_cost, 1.0 / wasserstein_power);

                result = numerator / denominator;
            }
        }
        return result;
    }

    template<class R, class AO, class PC>
    void AuctionRunnerJac<R, AO, PC>::flush_assignment() {
        for (auto &b2i : bidders_to_items) {
            b2i = k_invalid_index;
        }
        for (auto &i2b : items_to_bidders) {
            i2b = k_invalid_index;
        }

        // all bidders and items become unassigned
        for (size_t bidder_idx = 0; bidder_idx < num_bidders; ++bidder_idx) {
            unassigned_bidders.insert(bidder_idx);
        }

#ifdef ORDERED_BY_PERSISTENCE
        for(size_t bidder_idx = 0; bidder_idx < num_bidders; ++bidder_idx) {
            if (is_bidder_normal(bidder_idx)) {
                unassigned_normal_bidders_by_persistence.insert(
                        std::make_pair(bidders[bidder_idx].persistence_lp(1.0), bidder_idx));
            }
        }
#endif
        oracle.adjust_prices();

        partial_cost = 0.0;


#ifndef WASSERSTEIN_PURE_GEOM
        for (size_t bidder_idx = 0; bidder_idx < num_bidders; ++bidder_idx) {
            if (is_bidder_normal(bidder_idx)) {
                unassigned_normal_bidders.insert(bidder_idx);
            } else {
                unassigned_diag_bidders.insert(bidder_idx);
            }
        }

        unassigned_bidders_persistence = total_bidders_persistence;
        unassigned_items_persistence = total_items_persistence;

#endif

    } // flush_assignment


    template<class R, class AO, class PC>
    void AuctionRunnerJac<R, AO, PC>::set_epsilon(Real new_val) {
        assert(new_val > 0.0);
        epsilon = new_val;
        oracle.set_epsilon(new_val);
    }

    template<class R, class AO, class PC>
    void AuctionRunnerJac<R, AO, PC>::run_auction_phases(const int max_num_phases, const Real _initial_epsilon) {
        set_epsilon(_initial_epsilon);
        assert(oracle.get_epsilon() > 0);
        for (int phase_num = 0; phase_num < max_num_phases; ++phase_num) {
            flush_assignment();
            run_auction_phase();

            if (is_done())
                break;
            else
                decrease_epsilon();

        }
    }

    template<class R, class AO, class PC>
    void AuctionRunnerJac<R, AO, PC>::decrease_epsilon() {
        set_epsilon(get_epsilon() / epsilon_common_ratio);
    }

    template<class R, class AO, class PC>
    void AuctionRunnerJac<R, AO, PC>::run_auction()
    {
        if (num_bidders == 1) {
            assign_item_to_bidder(0, 0);
            wasserstein_cost = get_item_bidder_cost(0,0);
            is_distance_computed = true;
            return;
        }
        R init_eps = (initial_epsilon > 0.0) ? initial_epsilon : oracle.max_val_ / 4.0;
        run_auction_phases(max_num_phases, init_eps);
        is_distance_computed = true;
        wasserstein_cost = partial_cost;
        if (not is_done()) {
#ifndef FOR_R_TDA
            std::cerr << "Maximum iteration number exceeded, exiting. Current result is: ";
            std::cerr << get_wasserstein_distance() << std::endl;
#endif
            throw std::runtime_error("Maximum iteration number exceeded");
        }
    }

    template<class R, class AO, class PC>
    void AuctionRunnerJac<R, AO, PC>::add_unassigned_bidder(const size_t bidder_idx)
    {
        unassigned_bidders.insert(bidder_idx);

#ifndef WASSERSTEIN_PURE_GEOM
        const auto &bidder = bidders[bidder_idx];
        unassigned_bidders_persistence += get_cost_to_diagonal(bidder);

        if (is_bidder_diagonal(bidder_idx)) {
            unassigned_diag_bidders.insert(bidder_idx);
        } else {
            unassigned_normal_bidders.insert(bidder_idx);
        }
#ifdef ORDERED_BY_PERSISTENCE
        if (is_bidder_normal(bidder_idx)) {
            unassigned_normal_bidders_by_persistence.insert(std::make_pair(bidder.persistence_lp(1.0), bidder_idx));
        }
#endif

#endif
    }

    template<class R, class AO, class PC>
    void AuctionRunnerJac<R, AO, PC>::remove_unassigned_bidder(const size_t bidder_idx)
    {
        unassigned_bidders.erase(bidder_idx);
#ifndef WASSERSTEIN_PURE_GEOM
        const auto &bidder = bidders[bidder_idx];
        unassigned_bidders_persistence -= get_cost_to_diagonal(bidder);

#ifdef ORDERED_BY_PERSISTENCE
        if (is_bidder_normal(bidder_idx)) {
            unassigned_normal_bidders_by_persistence.erase(std::make_pair(bidder.persistence_lp(1.0), bidder_idx));
        }
#endif

        if (is_bidder_diagonal(bidder_idx)) {
            unassigned_diag_bidders.erase(bidder_idx);
        } else {
            unassigned_normal_bidders.erase(bidder_idx);
        }

#endif
    }

    template<class R, class AO, class PC>
    void AuctionRunnerJac<R, AO, PC>::remove_unassigned_item(const size_t item_idx) {
        // to suppress unused parameter warning
        (void)item_idx;
#ifndef WASSERSTEIN_PURE_GEOM
        unassigned_items_persistence -= get_cost_to_diagonal(items[item_idx]);
#endif
    }

    template<class R, class AO, class PC>
    template<class Range>
    void AuctionRunnerJac<R, AO, PC>::run_bidding_step(const Range &active_bidders)
    {
        clear_bid_table();
        size_t bids_submitted = 0;
        for (const auto bidder_idx : active_bidders) {

            ++bids_submitted;

            submit_bid(bidder_idx, oracle.get_optimal_bid(bidder_idx));
        }

    }

    template<class R, class AO, class PC>
    bool AuctionRunnerJac<R, AO, PC>::is_done() const
    {
        return get_relative_error() <= delta;
    }

    template<class R, class AO, class PC>
    bool AuctionRunnerJac<R, AO, PC>::continue_auction_phase() const
    {
#ifdef WASSERSTEIN_PURE_GEOM
        return not unassigned_bidders.empty();
#else
        return not unassigned_bidders.empty() and not is_done();
#endif
    }

    template<class R, class AO, class PC>
    void AuctionRunnerJac<R, AO, PC>::run_auction_phase()
    {
        num_phase++;
        //console_logger->debug("Entered run_auction_phase");

        do {
            num_rounds++;

            // bidding
#ifdef ORDERED_BY_PERSISTENCE
            if (not unassigned_diag_bidders.empty()) {
                run_bidding_step(unassigned_diag_bidders);
            } else {
                std::vector<size_t> active_bidders;
                active_bidders.reserve(batch_size);
                for (auto iter = unassigned_normal_bidders_by_persistence.begin(); iter != unassigned_normal_bidders_by_persistence.end(); ++iter) {
                    active_bidders.push_back(iter->second);
                    if (active_bidders.size() >= batch_size) {
                        break;
                    }
                }
                run_bidding_step(active_bidders);
            }
#elif defined WASSERSTEIN_PURE_GEOM
            run_bidding_step(unassigned_bidders);
#else
            if (diag_first and not unassigned_diag_bidders.empty()) {
                run_bidding_step(unassigned_diag_bidders);
            } else {
                run_bidding_step(unassigned_bidders);
            }
#endif

            // assignment
            for (auto item_idx : items_with_bids) {
                assign_to_best_bidder(item_idx);
            }
        } while (continue_auction_phase());
    }

    template<class R, class AO, class PC>
    typename AuctionRunnerJac<R, AO, PC>::Real
    AuctionRunnerJac<R, AO, PC>::get_wasserstein_distance()
    {
        assert(is_distance_computed);
        return std::pow(wasserstein_cost, 1.0 / wasserstein_power);
    }

    template<class R, class AO, class PC>
    typename AuctionRunnerJac<R, AO, PC>::Real
    AuctionRunnerJac<R, AO, PC>::get_wasserstein_cost()
    {
        assert(is_distance_computed);
        return wasserstein_cost;
    }


    template<class R, class AO, class PC>
    void AuctionRunnerJac<R, AO, PC>::sanity_check()
    {
#ifdef DEBUG_AUCTION
        if (bidders_to_items.size() != num_bidders) {
            std::cerr << "Wrong size of bidders_to_items, must be " << num_bidders << ", is " << bidders_to_items.size() << std::endl;
            throw "Wrong size of bidders_to_items";
        }

        if (items_to_bidders.size() != num_bidders) {
            std::cerr << "Wrong size of items_to_bidders, must be " << num_bidders << ", is " << items_to_bidders.size() << std::endl;
            throw "Wrong size of items_to_bidders";
        }

        for(size_t bidder_idx = 0; bidder_idx < num_bidders; ++bidder_idx) {
            if ( bidders_to_items[bidder_idx] >= 0) {

                if ( std::count(bidders_to_items.begin(),
                            bidders_to_items.end(),
                            bidders_to_items[bidder_idx]) > 1 ) {
                    std::cerr << "Good " << bidders_to_items[bidder_idx];
                    std::cerr << " appears in bidders_to_items more than once" << std::endl;
                    throw "Duplicate in bidders_to_items";
                }

                if (items_to_bidders.at(bidders_to_items[bidder_idx]) != static_cast<int>(bidder_idx)) {
                    std::cerr << "Inconsitency: bidder_idx = " << bidder_idx;
                    std::cerr << ", item_idx in bidders_to_items = ";
                    std::cerr << bidders_to_items[bidder_idx];
                    std::cerr << ", bidder_idx in items_to_bidders = ";
                    std::cerr << items_to_bidders[bidders_to_items[bidder_idx]] << std::endl;
                    throw "inconsistent mapping";
                }
            }
        }

        for(IdxType item_idx = 0; item_idx < static_cast<IdxType>(num_bidders); ++item_idx) {
            if ( items_to_bidders[item_idx] >= 0) {

                // check for uniqueness
                if ( std::count(items_to_bidders.begin(),
                            items_to_bidders.end(),
                            items_to_bidders[item_idx]) > 1 ) {
                    std::cerr << "Bidder " << items_to_bidders[item_idx];
                    std::cerr << " appears in items_to_bidders more than once" << std::endl;
                    throw "Duplicate in items_to_bidders";
                }
                // check for consistency
                if (bidders_to_items.at(items_to_bidders[item_idx]) != static_cast<int>(item_idx)) {
                    std::cerr << "Inconsitency: item_idx = " << item_idx;
                    std::cerr << ", bidder_idx in items_to_bidders = ";
                    std::cerr << items_to_bidders[item_idx];
                    std::cerr << ", item_idx in bidders_to_items= ";
                    std::cerr << bidders_to_items[items_to_bidders[item_idx]] << std::endl;
                    throw "inconsistent mapping";
                }
            }
        }
#endif
    }

    template<class R, class AO, class PC>
    void AuctionRunnerJac<R, AO, PC>::print_matching() {
#ifdef DEBUG_AUCTION
        sanity_check();
        for(size_t bidder_idx = 0; bidder_idx < bidders_to_items.size(); ++bidder_idx) {
            if (bidders_to_items[bidder_idx] >= 0) {
                auto pA = bidders[bidder_idx];
                auto pB = items[bidders_to_items[bidder_idx]];
                std::cout <<  pA << " <-> " << pB << "+" << pow(dist_lp(pA, pB, internal_p, dimension), wasserstein_power) << std::endl;
            } else {
                assert(false);
            }
        }
#endif
    }

} // ws
} // hera

#endif