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Diffstat (limited to 'geom_matching/wasserstein/src/auction_runner_gs.cpp')
| -rw-r--r-- | geom_matching/wasserstein/src/auction_runner_gs.cpp | 391 |
1 files changed, 0 insertions, 391 deletions
diff --git a/geom_matching/wasserstein/src/auction_runner_gs.cpp b/geom_matching/wasserstein/src/auction_runner_gs.cpp deleted file mode 100644 index 6489a65..0000000 --- a/geom_matching/wasserstein/src/auction_runner_gs.cpp +++ /dev/null @@ -1,391 +0,0 @@ -/* - -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 <stdexcept> -#include <algorithm> -#include <functional> -#include <iterator> -#include <chrono> - -#include "def_debug_ws.h" -#include "auction_runner_gs.h" -#include "wasserstein.h" - -#ifdef FOR_R_TDA -#include "Rcpp.h" -#endif - -//#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) -{ - relativeError = std::numeric_limits<double>::max(); -#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 -#ifndef FOR_R_TDA - 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 -#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 -#ifndef FOR_R_TDA - std::cout << " numerator: " << numerator << " denominator: " << denominator; - std::cout << "; error bound: " << numerator / denominator << std::endl; -#endif -#endif - relativeError = numerator / denominator; - // 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) { -#ifndef FOR_R_TDA - std::cerr << "Maximum iteration number exceeded, exiting. Current result is:"; - std::cerr << wassersteinDistance << std::endl; -#endif - throw std::runtime_error("Maximum iteration number exceeded"); - } - } while ( notDone ); - //printMatching(); -#ifdef PRINT_DETAILED_TIMING -#ifndef FOR_R_TDA - 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 -#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(); -#ifdef FOR_R_TDA - if ( numRounds % 10000 == 0 ) { - Rcpp::checkUserInterrupt(); - } -#endif - } 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) { -#ifndef FOR_R_TDA - std::cerr << "After auction terminated bidder " << bidderIdx; - std::cerr << " has no items assigned" << std::endl; -#endif - throw std::runtime_error("Auction did not give a perfect matching"); - } - } -#endif - -} - -double AuctionRunnerGS::getDistanceToQthPowerInternal(void) -{ - sanityCheck(); - double result = 0.0; - //std::cout << "-------------------------------------------------------------------------\n"; - 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]]; - //std::cout << "pA = " << pA << ", pB = " << pB << ", pow(distLp(pA, pB, internal_p), wassersteinPower) = " << pow(distLp(pA, pB, internal_p), wassersteinPower) << ", dist = " << distLp(pA, pB, internal_p) << std::endl; - result += pow(distLp(pA, pB, internal_p), wassersteinPower); - } - //std::cout << "-------------------------------------------------------------------------\n"; - wassersteinCost = result; - wassersteinDistance = pow(result, 1.0 / wassersteinPower); - return result; -} - -double AuctionRunnerGS::getWassersteinDistance(void) -{ - runAuction(); - return wassersteinDistance; -} - -double AuctionRunnerGS::getWassersteinCost(void) -{ - runAuction(); - return wassersteinCost; -} - - - -// Debug routines - -void AuctionRunnerGS::printDebug(void) -{ -#ifdef DEBUG_AUCTION -#ifndef FOR_R_TDA - 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 -#endif -} - - -void AuctionRunnerGS::sanityCheck(void) -{ -#ifdef DEBUG_AUCTION - if (biddersToItems.size() != numBidders) { -#ifndef FOR_R_TDA - std::cerr << "Wrong size of biddersToItems, must be " << numBidders << ", is " << biddersToItems.size() << std::endl; -#endif - throw std::runtime_error("Wrong size of biddersToItems"); - } - - if (itemsToBidders.size() != numBidders) { -#ifndef FOR_R_TDA - std::cerr << "Wrong size of itemsToBidders, must be " << numBidders << ", is " << itemsToBidders.size() << std::endl; -#endif - throw std::runtime_error("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 ) { -#ifndef FOR_R_TDA - std::cerr << "Item " << biddersToItems[bidderIdx]; - std::cerr << " appears in biddersToItems more than once" << std::endl; -#endif - throw std::runtime_error("Duplicate in biddersToItems"); - } - - if (itemsToBidders.at(biddersToItems[bidderIdx]) != static_cast<int>(bidderIdx)) { -#ifndef FOR_R_TDA - 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; -#endif - throw std::runtime_error("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 ) { -#ifndef FOR_R_TDA - std::cerr << "Bidder " << itemsToBidders[itemIdx]; - std::cerr << " appears in itemsToBidders more than once" << std::endl; -#endif - throw std::runtime_error("Duplicate in itemsToBidders"); - } - // check for consistency - if (biddersToItems.at(itemsToBidders[itemIdx]) != static_cast<int>(itemIdx)) { -#ifndef FOR_R_TDA - 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; -#endif - throw std::runtime_error("inconsistent mapping"); - } - } - } -#endif -} - -void AuctionRunnerGS::printMatching(void) -{ -//#ifdef DEBUG_AUCTION -#ifndef FOR_R_TDA - 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 -//#endif -} - -} // end of namespace geom_ws |