diff options
Diffstat (limited to 'geom_matching/wasserstein/src/auction_runner_gs.cpp')
| -rw-r--r-- | geom_matching/wasserstein/src/auction_runner_gs.cpp | 341 |
1 files changed, 341 insertions, 0 deletions
diff --git a/geom_matching/wasserstein/src/auction_runner_gs.cpp b/geom_matching/wasserstein/src/auction_runner_gs.cpp new file mode 100644 index 0000000..10d37c9 --- /dev/null +++ b/geom_matching/wasserstein/src/auction_runner_gs.cpp @@ -0,0 +1,341 @@ +/* + +Copyright (c) 2016, M. Kerber, D. Morozov, A. Nigmetov +All rights reserved. + +Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: + +1. Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. + +2. Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. + +3. Neither the name of the copyright holder nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission. + +THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. + +You are under no obligation whatsoever to provide any bug fixes, patches, or +upgrades to the features, functionality or performance of the source code +(Enhancements) to anyone; however, if you choose to make your Enhancements +available either publicly, or directly to copyright holder, +without imposing a separate written license agreement for such Enhancements, +then you hereby grant the following license: a non-exclusive, royalty-free +perpetual license to install, use, modify, prepare derivative works, incorporate +into other computer software, distribute, and sublicense such enhancements or +derivative works thereof, in binary and source code form. + + */ + + +#include <assert.h> +#include <algorithm> +#include <functional> +#include <iterator> +#include <chrono> + +#include "def_debug.h" +#include "auction_runner_gs.h" +#include "wasserstein.h" + +//#define PRINT_DETAILED_TIMING + +namespace geom_ws { + +// ***************************** +// AuctionRunnerGS +// ***************************** + +AuctionRunnerGS::AuctionRunnerGS(const std::vector<DiagramPoint>& A, const std::vector<DiagramPoint>& B, const double q, const double _delta, const double _internal_p, const double _initialEpsilon, const double _epsFactor) : + bidders(A), + items(B), + numBidders(A.size()), + numItems(A.size()), + itemsToBidders(A.size(), -1), + biddersToItems(A.size(), -1), + wassersteinPower(q), + delta(_delta), + internal_p(_internal_p), + initialEpsilon(_initialEpsilon), + epsilonCommonRatio(_epsFactor == 0.0 ? 5.0 : _epsFactor) +{ + assert(initialEpsilon >= 0.0 ); + assert(epsilonCommonRatio >= 0.0 ); + assert(A.size() == B.size()); + oracle = std::unique_ptr<AuctionOracle>(new AuctionOracle(bidders, items, wassersteinPower, internal_p)); +} + +void AuctionRunnerGS::assignItemToBidder(IdxType itemIdx, IdxType bidderIdx) +{ + numRounds++; + //sanityCheck(); + // only unassigned bidders should submit bids and get items + assert(biddersToItems[bidderIdx] == -1); + IdxType oldItemOwner = itemsToBidders[itemIdx]; + + // set new owner + biddersToItems[bidderIdx] = itemIdx; + itemsToBidders[itemIdx] = bidderIdx; + // remove bidder from the list of unassigned bidders +#ifdef KEEP_UNASSIGNED_ORDERED + unassignedBidders.erase(std::make_pair(bidderIdx, bidders[bidderIdx])); +#else + unassignedBidders.erase(bidderIdx); +#endif + + // old owner becomes unassigned + if (oldItemOwner != -1) { + biddersToItems[oldItemOwner] = -1; +#ifdef KEEP_UNASSIGNED_ORDERED + unassignedBidders.insert(std::make_pair(oldItemOwner, bidders[oldItemOwner])); +#else + unassignedBidders.insert(oldItemOwner); +#endif + } +} + + +void AuctionRunnerGS::flushAssignment(void) +{ + for(auto& b2i : biddersToItems) { + b2i = -1; + } + for(auto& i2b : itemsToBidders) { + i2b = -1; + } + // we must flush assignment only after we got perfect matching + assert(unassignedBidders.empty()); + // all bidders become unassigned + for(size_t bidderIdx = 0; bidderIdx < numBidders; ++bidderIdx) { +#ifdef KEEP_UNASSIGNED_ORDERED + unassignedBidders.insert(std::make_pair(bidderIdx, bidders[bidderIdx])); +#else + unassignedBidders.insert(bidderIdx); +#endif + } + assert(unassignedBidders.size() == bidders.size()); + //oracle->adjustPrices(); +} + +void AuctionRunnerGS::runAuction(void) +{ +#ifdef PRINT_DETAILED_TIMING + std::chrono::high_resolution_clock hrClock; + std::chrono::time_point<std::chrono::high_resolution_clock> startMoment; + startMoment = hrClock.now(); + std::vector<double> iterResults; + std::vector<double> iterEstRelErrors; + std::vector<std::chrono::time_point<std::chrono::high_resolution_clock>> iterTimes; +#endif + // choose some initial epsilon + if (initialEpsilon == 0.0) + oracle->setEpsilon(oracle->maxVal / 4.0); + else + oracle->setEpsilon(initialEpsilon); + assert( oracle->getEpsilon() > 0 ); + int iterNum { 0 }; + bool notDone { false }; + double currentResult; + do { + flushAssignment(); + runAuctionPhase(); + iterNum++; + //std::cout << "Iteration " << iterNum << " completed. " << std::endl; + // result is d^q + currentResult = getDistanceToQthPowerInternal(); + double denominator = currentResult - numBidders * oracle->getEpsilon(); + currentResult = pow(currentResult, 1.0 / wassersteinPower); +#ifdef PRINT_DETAILED_TIMING + iterResults.push_back(currentResult); + iterTimes.push_back(hrClock.now()); + std::cout << "Iteration " << iterNum << " finished. "; + std::cout << "Current result is " << currentResult << ", epsilon = " << oracle->getEpsilon() << std::endl; + std::cout << "Number of rounds (cumulative): " << numRounds << std::endl; +#endif + if ( denominator <= 0 ) { + //std::cout << "Epsilon is too big." << std::endl; + notDone = true; + } else { + denominator = pow(denominator, 1.0 / wassersteinPower); + double numerator = currentResult - denominator; +#ifdef PRINT_DETAILED_TIMING + std::cout << " numerator: " << numerator << " denominator: " << denominator; + std::cout << "; error bound: " << numerator / denominator << std::endl; +#endif + // if relative error is greater than delta, continue + notDone = ( numerator / denominator > delta ); + } + // decrease epsilon for the next iteration + oracle->setEpsilon( oracle->getEpsilon() / epsilonCommonRatio ); + if (iterNum > maxIterNum) { + std::cerr << "Maximum iteration number exceeded, exiting. Current result is:"; + std::cerr << wassersteinDistance << std::endl; + std::exit(1); + } + } while ( notDone ); + //printMatching(); +#ifdef PRINT_DETAILED_TIMING + for(size_t iterIdx = 0; iterIdx < iterResults.size(); ++iterIdx) { + double trueRelError = ( iterResults.at(iterIdx) - currentResult ) / currentResult; + auto iterCumulativeTime = iterTimes.at(iterIdx) - startMoment; + std::chrono::duration<double, std::milli> iterTime = ( iterIdx > 0) ? iterTimes[iterIdx] - iterTimes[iterIdx - 1] : iterTimes[iterIdx] - startMoment; + std::cout << "iteration " << iterIdx << ", true rel. error " << + trueRelError << ", elapsed time " << + std::chrono::duration<double, std::milli>(iterCumulativeTime).count() << + ", iteration time " << iterTime.count() << std::endl; + } +#endif +} + +void AuctionRunnerGS::runAuctionPhase(void) +{ + //std::cout << "Entered runAuctionPhase" << std::endl; + do { +#ifdef KEEP_UNASSIGNED_ORDERED + size_t bidderIdx = unassignedBidders.begin()->first; +#else + size_t bidderIdx = *unassignedBidders.begin(); +#endif + auto optimalBid = oracle->getOptimalBid(bidderIdx); + auto optimalItemIdx = optimalBid.first; + auto bidValue = optimalBid.second; + assignItemToBidder(optimalBid.first, bidderIdx); + oracle->setPrice(optimalItemIdx, bidValue); + //printDebug(); + } while (not unassignedBidders.empty()); + //std::cout << "runAuctionPhase finished" << std::endl; + +#ifdef DEBUG_AUCTION + for(size_t bidderIdx = 0; bidderIdx < numBidders; ++bidderIdx) { + if ( biddersToItems[bidderIdx] < 0) { + std::cerr << "After auction terminated bidder " << bidderIdx; + std::cerr << " has no items assigned" << std::endl; + throw "Auction did not give a perfect matching"; + } + } +#endif + +} + +double AuctionRunnerGS::getDistanceToQthPowerInternal(void) +{ + sanityCheck(); + double result = 0.0; + for(size_t bIdx = 0; bIdx < numBidders; ++bIdx) { + auto pA = bidders[bIdx]; + assert( 0 <= biddersToItems[bIdx] and biddersToItems[bIdx] < static_cast<int>(items.size()) ); + auto pB = items[biddersToItems[bIdx]]; + result += pow(distLp(pA, pB, internal_p), wassersteinPower); + } + wassersteinDistance = pow(result, 1.0 / wassersteinPower); + return result; +} + +double AuctionRunnerGS::getWassersteinDistance(void) +{ + runAuction(); + return wassersteinDistance; +} + +// Debug routines + +void AuctionRunnerGS::printDebug(void) +{ +#ifdef DEBUG_AUCTION + sanityCheck(); + std::cout << "**********************" << std::endl; + std::cout << "Current assignment:" << std::endl; + for(size_t idx = 0; idx < biddersToItems.size(); ++idx) { + std::cout << idx << " <--> " << biddersToItems[idx] << std::endl; + } + std::cout << "Weights: " << std::endl; + //for(size_t i = 0; i < numBidders; ++i) { + //for(size_t j = 0; j < numItems; ++j) { + //std::cout << oracle->weightMatrix[i][j] << " "; + //} + //std::cout << std::endl; + //} + std::cout << "Prices: " << std::endl; + for(const auto price : oracle->getPrices()) { + std::cout << price << std::endl; + } + std::cout << "**********************" << std::endl; +#endif +} + + +void AuctionRunnerGS::sanityCheck(void) +{ +#ifdef DEBUG_AUCTION + if (biddersToItems.size() != numBidders) { + std::cerr << "Wrong size of biddersToItems, must be " << numBidders << ", is " << biddersToItems.size() << std::endl; + throw "Wrong size of biddersToItems"; + } + + if (itemsToBidders.size() != numBidders) { + std::cerr << "Wrong size of itemsToBidders, must be " << numBidders << ", is " << itemsToBidders.size() << std::endl; + throw "Wrong size of itemsToBidders"; + } + + for(size_t bidderIdx = 0; bidderIdx < numBidders; ++bidderIdx) { + if ( biddersToItems[bidderIdx] >= 0) { + + if ( std::count(biddersToItems.begin(), + biddersToItems.end(), + biddersToItems[bidderIdx]) > 1 ) { + std::cerr << "Item " << biddersToItems[bidderIdx]; + std::cerr << " appears in biddersToItems more than once" << std::endl; + throw "Duplicate in biddersToItems"; + } + + if (itemsToBidders.at(biddersToItems[bidderIdx]) != static_cast<int>(bidderIdx)) { + std::cerr << "Inconsitency: bidderIdx = " << bidderIdx; + std::cerr << ", itemIdx in biddersToItems = "; + std::cerr << biddersToItems[bidderIdx]; + std::cerr << ", bidderIdx in itemsToBidders = "; + std::cerr << itemsToBidders[biddersToItems[bidderIdx]] << std::endl; + throw "inconsistent mapping"; + } + } + } + + for(IdxType itemIdx = 0; itemIdx < static_cast<IdxType>(numBidders); ++itemIdx) { + if ( itemsToBidders[itemIdx] >= 0) { + + // check for uniqueness + if ( std::count(itemsToBidders.begin(), + itemsToBidders.end(), + itemsToBidders[itemIdx]) > 1 ) { + std::cerr << "Bidder " << itemsToBidders[itemIdx]; + std::cerr << " appears in itemsToBidders more than once" << std::endl; + throw "Duplicate in itemsToBidders"; + } + // check for consistency + if (biddersToItems.at(itemsToBidders[itemIdx]) != static_cast<int>(itemIdx)) { + std::cerr << "Inconsitency: itemIdx = " << itemIdx; + std::cerr << ", bidderIdx in itemsToBidders = "; + std::cerr << itemsToBidders[itemIdx]; + std::cerr << ", itemIdx in biddersToItems= "; + std::cerr << biddersToItems[itemsToBidders[itemIdx]] << std::endl; + throw "inconsistent mapping"; + } + } + } +#endif +} + +void AuctionRunnerGS::printMatching(void) +{ +//#ifdef DEBUG_AUCTION + sanityCheck(); + for(size_t bIdx = 0; bIdx < biddersToItems.size(); ++bIdx) { + if (biddersToItems[bIdx] >= 0) { + auto pA = bidders[bIdx]; + auto pB = items[biddersToItems[bIdx]]; + std::cout << pA << " <-> " << pB << "+" << pow(distLp(pA, pB, internal_p), wassersteinPower) << std::endl; + } else { + assert(false); + } + } +//#endif +} + +} // end of namespace geom_ws |