diff options
Diffstat (limited to 'geom_matching/wasserstein/src')
| -rw-r--r-- | geom_matching/wasserstein/src/auction_oracle.cpp | 1310 | ||||
| -rw-r--r-- | geom_matching/wasserstein/src/auction_runner_gs.cpp | 341 | ||||
| -rw-r--r-- | geom_matching/wasserstein/src/auction_runner_jac.cpp | 365 | ||||
| -rw-r--r-- | geom_matching/wasserstein/src/basic_defs.cpp | 138 | ||||
| -rw-r--r-- | geom_matching/wasserstein/src/wasserstein.cpp | 121 |
5 files changed, 2275 insertions, 0 deletions
diff --git a/geom_matching/wasserstein/src/auction_oracle.cpp b/geom_matching/wasserstein/src/auction_oracle.cpp new file mode 100644 index 0000000..f906d26 --- /dev/null +++ b/geom_matching/wasserstein/src/auction_oracle.cpp @@ -0,0 +1,1310 @@ +/* + +Copyright (c) 2015, 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 "def_debug.h" +#include "auction_oracle.h" + +namespace geom_ws { + +AuctionOracleAbstract::AuctionOracleAbstract(const std::vector<DiagramPoint>& _bidders, const std::vector<DiagramPoint>& _items, const double _wassersteinPower, const double _internal_p) : + bidders(_bidders), + items(_items), + prices(items.size(), 0.0), + wassersteinPower(_wassersteinPower), + internal_p(_internal_p) +{ +} + +double AuctionOracleAbstract::getValueForBidder(size_t bidderIdx, size_t itemIdx) +{ + return pow(distLp(bidders[bidderIdx], items[itemIdx], internal_p), wassersteinPower) + prices[itemIdx]; +} + +// ***************************** +// AuctionOracleLazyHeap +// ***************************** + +AuctionOracleLazyHeap::AuctionOracleLazyHeap(const std::vector<DiagramPoint>& b, + const std::vector<DiagramPoint>& g, + double _wassersteinPower, + const double internal_p) : + AuctionOracleAbstract(b, g, _wassersteinPower, internal_p), + maxVal(std::numeric_limits<double>::min()), + biddersUpdateMoments(b.size(), 0), + updateCounter(0) +{ + assert(b.size() == g.size() ); + assert(b.size() > 1); + + weightMatrix.reserve(b.size()); + //const double maxDistUpperBound = 3 * getFurthestDistance3Approx(b, g); + //weightAdjConst = pow(maxDistUpperBound, wassersteinPower); + //std::cout << "3getFurthestDistance3Approx = " << getFurthestDistance3Approx(b, g) << std::endl; + //std::cout << "in AuctionOracleLazyHeap weightAdjConst = " << weightAdjConst << std::endl; + // init weight matrix + for(const auto& pointA : bidders) { + std::vector<double> weightVec; + weightVec.clear(); + weightVec.reserve(b.size()); + for(const auto& pointB : items) { + double val = pow(distLp(pointA, pointB, internal_p), wassersteinPower); + if (val > maxVal) { + maxVal = val; + } + weightVec.push_back( val ); + } + weightMatrix.push_back(weightVec); + } + fillInLossesHeap(); + for(size_t itemIdx = 0; itemIdx < items.size(); ++itemIdx) { + updateList.push_back(std::make_pair(static_cast<IdxType>(itemIdx), 0)); + } + for(auto updateListIter = updateList.begin(); updateListIter != updateList.end(); ++updateListIter) { + itemsIterators.push_back(updateListIter); + } +} + +void AuctionOracleLazyHeap::updateQueueForBidder(IdxType bidderIdx) +{ + assert(0 <= bidderIdx and bidderIdx < static_cast<int>(bidders.size())); + assert(bidderIdx < static_cast<int>(biddersUpdateMoments.size())); + + int bidderLastUpdateTime = biddersUpdateMoments[bidderIdx]; + auto iter = updateList.begin(); + while (iter != updateList.end() and iter->second >= bidderLastUpdateTime) { + IdxType itemIdx = iter->first; + IdxValPair newVal { itemIdx, weightMatrix[bidderIdx][itemIdx] + prices[itemIdx]}; + // to-do: change indexing of lossesHeapHandles + lossesHeap[bidderIdx]->decrease(lossesHeapHandles[bidderIdx][itemIdx], newVal); + iter++; + } + biddersUpdateMoments[bidderIdx] = updateCounter; +} + +void AuctionOracleLazyHeap::fillInLossesHeap(void) +{ + for(size_t bidderIdx = 0; bidderIdx < bidders.size(); ++bidderIdx) { + lossesHeap.push_back( new LossesHeap() ); + std::vector<LossesHeap::handle_type> handlesVec; + lossesHeapHandles.push_back(handlesVec); + for(size_t itemIdx = 0; itemIdx < items.size(); ++itemIdx) { + IdxValPair vp { itemIdx, weightMatrix[bidderIdx][itemIdx] + prices[itemIdx] }; + lossesHeapHandles[bidderIdx].push_back( lossesHeap[bidderIdx]->push(vp) ); + } + } +} + +AuctionOracleLazyHeap::~AuctionOracleLazyHeap() +{ + for(auto h : lossesHeap) { + delete h; + } +} + +void AuctionOracleLazyHeap::setPrice(IdxType itemIdx, double newPrice) +{ + assert( prices.at(itemIdx) < newPrice ); +#ifdef DEBUG_AUCTION + std::cout << "price incremented by " << prices.at(itemIdx) - newPrice << std::endl; +#endif + prices[itemIdx] = newPrice; + // lazy: record the moment we updated the price of the items, + // do not update queues. + // 1. move the items with updated price to the front of the updateList, + updateList.splice(updateList.begin(), updateList, itemsIterators[itemIdx]); + // 2. record the moment we updated the price and increase the counter + updateList.front().second = updateCounter++; +} + +// subtract min. price from all prices +void AuctionOracleLazyHeap::adjustPrices(void) +{ + double minPrice = *(std::min_element(prices.begin(), prices.end())); + std::transform(prices.begin(), prices.end(), prices.begin(), [minPrice](double a) { return a - minPrice; }); +} + +DebugOptimalBid AuctionOracleLazyHeap::getOptimalBidDebug(IdxType bidderIdx) +{ + assert(bidderIdx >=0 and bidderIdx < static_cast<IdxType>(bidders.size()) ); + assert(lossesHeap.at(bidderIdx) != nullptr); + assert(lossesHeap[bidderIdx]->size() >= 2); + + updateQueueForBidder(bidderIdx); + DebugOptimalBid result; + + auto pHeap = lossesHeap[bidderIdx]; + auto topIter = pHeap->ordered_begin(); + result.bestItemIdx = topIter->first; + result.bestItemValue = topIter->second; + ++topIter; // now points to the second-best items + result.secondBestItemValue = topIter->second; + result.secondBestItemIdx = topIter->first; + + //std::cout << "getOptimalBid: bidderIdx = " << bidderIdx << "; bestItemIdx = " << bestItemIdx << "; bestItemValue = " << bestItemValue << "; bestItemsPrice = " << prices[bestItemIdx] << "; secondBestItemIdx = " << topIter->first << "; secondBestValue = " << secondBestItemValue << "; secondBestPrice = " << prices[topIter->first] << "; bid = " << prices[bestItemIdx] + ( bestItemValue - secondBestItemValue ) + epsilon << "; epsilon = " << epsilon << std::endl; + //std::cout << "getOptimalBid: bidderIdx = " << bidderIdx << "; bestItemIdx = " << bestItemIdx << "; bestItemsDist= " << (weightAdjConst - bestItemValue) << "; bestItemsPrice = " << prices[bestItemIdx] << "; secondBestItemIdx = " << topIter->first << "; secondBestDist= " << (weightAdjConst - secondBestItemValue) << "; secondBestPrice = " << prices[topIter->first] << "; bid = " << prices[bestItemIdx] + ( bestItemValue - secondBestItemValue ) + epsilon << "; epsilon = " << epsilon << std::endl; + + return result; +} + +IdxValPair AuctionOracleLazyHeap::getOptimalBid(const IdxType bidderIdx) +{ + assert(bidderIdx >=0 and bidderIdx < static_cast<IdxType>(bidders.size()) ); + assert(lossesHeap.at(bidderIdx) != nullptr); + assert(lossesHeap[bidderIdx]->size() >= 2); + + updateQueueForBidder(bidderIdx); + + auto pHeap = lossesHeap[bidderIdx]; + auto topIter = pHeap->ordered_begin(); + IdxType bestItemIdx = topIter->first; + double bestItemValue = topIter->second; + ++topIter; // now points to the second-best items + double secondBestItemValue = topIter->second; + + //std::cout << "getOptimalBid: bidderIdx = " << bidderIdx << "; bestItemIdx = " << bestItemIdx << "; bestItemValue = " << bestItemValue << "; bestItemsPrice = " << prices[bestItemIdx] << "; secondBestItemIdx = " << topIter->first << "; secondBestValue = " << secondBestItemValue << "; secondBestPrice = " << prices[topIter->first] << "; bid = " << prices[bestItemIdx] + ( bestItemValue - secondBestItemValue ) + epsilon << "; epsilon = " << epsilon << std::endl; + //std::cout << "getOptimalBid: bidderIdx = " << bidderIdx << "; bestItemIdx = " << bestItemIdx << "; bestItemsDist= " << (weightAdjConst - bestItemValue) << "; bestItemsPrice = " << prices[bestItemIdx] << "; secondBestItemIdx = " << topIter->first << "; secondBestDist= " << (weightAdjConst - secondBestItemValue) << "; secondBestPrice = " << prices[topIter->first] << "; bid = " << prices[bestItemIdx] + ( bestItemValue - secondBestItemValue ) + epsilon << "; epsilon = " << epsilon << std::endl; + + // bid value: price + value difference + epsilon + return std::make_pair(bestItemIdx, + prices[bestItemIdx] + + ( secondBestItemValue - bestItemValue ) + + epsilon ); +} + +// ***************************** +// AuctionOracleLazyHeapRestricted +// ***************************** + +AuctionOracleLazyHeapRestricted::AuctionOracleLazyHeapRestricted(const std::vector<DiagramPoint>& b, + const std::vector<DiagramPoint>& g, + double _wassersteinPower, + double internal_p) : + AuctionOracleAbstract(b, g, _wassersteinPower), + maxVal(std::numeric_limits<double>::min()), + biddersUpdateMoments(b.size(), 0), + updateCounter(0), + heapHandlesIndices(items.size(), std::numeric_limits<size_t>::max()), + bestDiagonalItemsComputed(false) +{ + assert(b.size() == g.size() ); + assert(b.size() > 1); + + weightMatrix.reserve(b.size()); + //const double maxDistUpperBound = 3 * getFurthestDistance3Approx(b, g); + //weightAdjConst = pow(maxDistUpperBound, wassersteinPower); + //std::cout << "3getFurthestDistance3Approx = " << getFurthestDistance3Approx(b, g) << std::endl; + //std::cout << "in AuctionOracleLazyHeapRestricted weightAdjConst = " << weightAdjConst << std::endl; + // init weight matrix + for(const auto& pointA : bidders) { + std::vector<double> weightVec; + weightVec.clear(); + weightVec.reserve(b.size()); + for(const auto& pointB : items) { + double val = pow(distLp(pointA, pointB, internal_p), wassersteinPower); + weightVec.push_back( val ); + if ( val > maxVal ) + maxVal = val; + } + weightMatrix.push_back(weightVec); + } + fillInLossesHeap(); + for(size_t itemIdx = 0; itemIdx < items.size(); ++itemIdx) { + updateList.push_back(std::make_pair(static_cast<IdxType>(itemIdx), 0)); + } + for(auto updateListIter = updateList.begin(); updateListIter != updateList.end(); ++updateListIter) { + itemsIterators.push_back(updateListIter); + } + + size_t handleIdx {0}; + for(size_t itemIdx = 0; itemIdx < items.size(); ++itemIdx) { + if (items[itemIdx].isDiagonal() ) { + heapHandlesIndices[itemIdx] = handleIdx++; + diagHeapHandles.push_back(diagItemsHeap.push(std::make_pair(itemIdx, 0))); + } + } + // todo: this must be done in readFiles procedure +} + +void AuctionOracleLazyHeapRestricted::updateQueueForBidder(IdxType bidderIdx) +{ + assert(0 <= bidderIdx and bidderIdx < static_cast<int>(bidders.size())); + assert(bidderIdx < static_cast<int>(biddersUpdateMoments.size())); + assert(lossesHeap[bidderIdx] != nullptr ); + + int bidderLastUpdateTime = biddersUpdateMoments[bidderIdx]; + auto iter = updateList.begin(); + while (iter != updateList.end() and iter->second >= bidderLastUpdateTime) { + IdxType itemIdx = iter->first; + size_t handleIdx = itemsIndicesForHeapHandles[bidderIdx][itemIdx]; + if (handleIdx < items.size() ) { + IdxValPair newVal { itemIdx, weightMatrix[bidderIdx][itemIdx] + prices[itemIdx]}; + // to-do: change indexing of lossesHeapHandles + lossesHeap[bidderIdx]->decrease(lossesHeapHandles[bidderIdx][handleIdx], newVal); + } + iter++; + } + biddersUpdateMoments[bidderIdx] = updateCounter; +} + +void AuctionOracleLazyHeapRestricted::fillInLossesHeap(void) +{ + for(size_t bidderIdx = 0; bidderIdx < bidders.size(); ++bidderIdx) { + DiagramPoint bidder { bidders[bidderIdx] }; + // no heap for diagonal bidders + if ( bidder.isDiagonal() ) { + lossesHeap.push_back( nullptr ); + lossesHeapHandles.push_back(std::vector<LossesHeap::handle_type>()); + itemsIndicesForHeapHandles.push_back( std::vector<size_t>() ); + continue; + } else { + lossesHeap.push_back( new LossesHeap() ); + assert( lossesHeap.at(bidderIdx) != nullptr ); + itemsIndicesForHeapHandles.push_back( std::vector<size_t>(items.size(), std::numeric_limits<size_t>::max() ) ); + + std::vector<LossesHeap::handle_type> handlesVec; + lossesHeapHandles.push_back(handlesVec); + size_t handleIdx { 0 }; + for(size_t itemIdx = 0; itemIdx < items.size(); ++itemIdx) { + assert( itemsIndicesForHeapHandles.at(bidderIdx).at(itemIdx) > 0 ); + DiagramPoint item { items[itemIdx] }; + if ( item.isNormal() ) { + // item can be assigned to bidder, store in heap + IdxValPair vp { itemIdx, weightMatrix[bidderIdx][itemIdx] + prices[itemIdx] }; + lossesHeapHandles[bidderIdx].push_back( lossesHeap[bidderIdx]->push(vp) ); + // keep corresponding index in itemsIndicesForHeapHandles + itemsIndicesForHeapHandles[bidderIdx][itemIdx] = handleIdx++; + } + } + } + } +} + +AuctionOracleLazyHeapRestricted::~AuctionOracleLazyHeapRestricted() +{ + for(auto h : lossesHeap) { + delete h; + } +} + +void AuctionOracleLazyHeapRestricted::setPrice(IdxType itemIdx, double newPrice) +{ + assert( prices.at(itemIdx) < newPrice ); +#ifdef DEBUG_AUCTION + std::cout << "price incremented by " << prices.at(itemIdx) - newPrice << std::endl; +#endif + prices[itemIdx] = newPrice; + if (items[itemIdx].isNormal() ) { + // lazy: record the moment we updated the price of the items, + // do not update queues. + // 1. move the items with updated price to the front of the updateList, + updateList.splice(updateList.begin(), updateList, itemsIterators[itemIdx]); + // 2. record the moment we updated the price and increase the counter + updateList.front().second = updateCounter++; + } else { + // diagonal items are stored in one heap + diagItemsHeap.decrease(diagHeapHandles[heapHandlesIndices[itemIdx]], std::make_pair(itemIdx, newPrice)); + bestDiagonalItemsComputed = false; + } +} + +// subtract min. price from all prices +void AuctionOracleLazyHeapRestricted::adjustPrices(void) +{ +} + +DebugOptimalBid AuctionOracleLazyHeapRestricted::getOptimalBidDebug(IdxType bidderIdx) +{ + DebugOptimalBid result; + assert(bidderIdx >=0 and bidderIdx < static_cast<IdxType>(bidders.size()) ); + + DiagramPoint bidder = bidders[bidderIdx]; + std::vector<IdxValPair> candItems; + // corresponding point is always considered as a candidate + + size_t projItemIdx = bidderIdx; + assert( 0 <= projItemIdx and projItemIdx < items.size() ); + DiagramPoint projItem = items[projItemIdx]; + assert(projItem.type != bidder.type); + //assert(projItem.projId == bidder.id); + //assert(projItem.id == bidder.projId); + // todo: store precomputed distance? + double projItemValue = pow(distLp(bidder, projItem, internal_p), wassersteinPower) + prices[projItemIdx]; + candItems.push_back( std::make_pair(projItemIdx, projItemValue) ); + + if (bidder.isNormal()) { + assert(lossesHeap.at(bidderIdx) != nullptr); + assert(lossesHeap[bidderIdx]->size() >= 2); + updateQueueForBidder(bidderIdx); + auto pHeap = lossesHeap[bidderIdx]; + assert( pHeap != nullptr ); + auto topIter = pHeap->ordered_begin(); + candItems.push_back( *topIter ); + ++topIter; // now points to the second-best items + candItems.push_back( *topIter ); + std::sort(candItems.begin(), candItems.end(), CompPairsBySecondStruct()); + assert(candItems[1].second >= candItems[0].second); + } else { + // for diagonal bidder the only normal point has already been added + // the other 2 candidates are diagonal items only, get from the heap + // with prices + assert(diagItemsHeap.size() > 1); + auto topDiagIter = diagItemsHeap.ordered_begin(); + auto topDiag1 = *topDiagIter++; + auto topDiag2 = *topDiagIter; + candItems.push_back(topDiag1); + candItems.push_back(topDiag2); + std::sort(candItems.begin(), candItems.end(), CompPairsBySecondStruct()); + assert(candItems.size() == 3); + assert(candItems[2].second >= candItems[1].second); + assert(candItems[1].second >= candItems[0].second); + } + + result.bestItemIdx = candItems[0].first; + result.secondBestItemIdx = candItems[1].first; + result.bestItemValue = candItems[0].second; + result.secondBestItemValue = candItems[1].second; + + // checking code + + //DebugOptimalBid debugMyResult(result); + //DebugOptimalBid debugNaiveResult; + //debugNaiveResult.bestItemValue = 1e20; + //debugNaiveResult.secondBestItemValue = 1e20; + //double currItemValue; + //for(size_t itemIdx = 0; itemIdx < items.size(); ++itemIdx) { + //if ( bidders[bidderIdx].type != items[itemIdx].type and + //bidders[bidderIdx].projId != items[itemIdx].id) + //continue; + + //currItemValue = pow(distLp(bidders[bidderIdx], items[itemIdx]), wassersteinPower) + prices[itemIdx]; + //if (currItemValue < debugNaiveResult.bestItemValue) { + //debugNaiveResult.bestItemValue = currItemValue; + //debugNaiveResult.bestItemIdx = itemIdx; + //} + //} + + //for(size_t itemIdx = 0; itemIdx < items.size(); ++itemIdx) { + //if (itemIdx == debugNaiveResult.bestItemIdx) { + //continue; + //} + //if ( bidders[bidderIdx].type != items[itemIdx].type and + //bidders[bidderIdx].projId != items[itemIdx].id) + //continue; + + //currItemValue = pow(distLp(bidders[bidderIdx], items[itemIdx]), wassersteinPower) + prices[itemIdx]; + //if (currItemValue < debugNaiveResult.secondBestItemValue) { + //debugNaiveResult.secondBestItemValue = currItemValue; + //debugNaiveResult.secondBestItemIdx = itemIdx; + //} + //} + ////std::cout << "got naive result" << std::endl; + + //if ( fabs( debugMyResult.bestItemValue - debugNaiveResult.bestItemValue ) > 1e-6 or + //fabs( debugNaiveResult.secondBestItemValue - debugMyResult.secondBestItemValue) > 1e-6 ) { + //std::cerr << "bidderIdx = " << bidderIdx << "; "; + //std::cerr << bidders[bidderIdx] << std::endl; + //for(size_t itemIdx = 0; itemIdx < items.size(); ++itemIdx) { + //std::cout << itemIdx << ": " << items[itemIdx] << "; price = " << prices[itemIdx] << std::endl; + //} + //std::cerr << "debugMyResult: " << debugMyResult << std::endl; + //std::cerr << "debugNaiveResult: " << debugNaiveResult << std::endl; + //auto pHeap = lossesHeap[bidderIdx]; + //assert( pHeap != nullptr ); + //for(auto topIter = pHeap->ordered_begin(); topIter != pHeap->ordered_end(); ++topIter) { + //std::cerr << "in heap: " << topIter->first << ": " << topIter->second << "; real value = " << distLp(bidder, items[topIter->first]) + prices[topIter->first] << std::endl; + //} + //for(auto ci : candItems) { + //std::cout << "ci.idx = " << ci.first << ", value = " << ci.second << std::endl; + //} + + ////std::cerr << "twoBestItems: " << twoBestItems[0].d << " " << twoBestItems[1].d << std::endl; + //assert(false); + //} + + + //std::cout << "getOptimalBid: bidderIdx = " << bidderIdx << "; bestItemIdx = " << bestItemIdx << "; bestItemValue = " << bestItemValue << "; bestItemsPrice = " << prices[bestItemIdx] << "; secondBestItemIdx = " << topIter->first << "; secondBestValue = " << secondBestItemValue << "; secondBestPrice = " << prices[topIter->first] << "; bid = " << prices[bestItemIdx] + ( bestItemValue - secondBestItemValue ) + epsilon << "; epsilon = " << epsilon << std::endl; + //std::cout << "getOptimalBid: bidderIdx = " << bidderIdx << "; bestItemIdx = " << bestItemIdx << "; bestItemsDist= " << (weightAdjConst - bestItemValue) << "; bestItemsPrice = " << prices[bestItemIdx] << "; secondBestItemIdx = " << topIter->first << "; secondBestDist= " << (weightAdjConst - secondBestItemValue) << "; secondBestPrice = " << prices[topIter->first] << "; bid = " << prices[bestItemIdx] + ( bestItemValue - secondBestItemValue ) + epsilon << "; epsilon = " << epsilon << std::endl; + + return result; +} + +IdxValPair AuctionOracleLazyHeapRestricted::getOptimalBid(const IdxType bidderIdx) +{ + IdxType bestItemIdx; + //IdxType secondBestItemIdx; + double bestItemValue; + double secondBestItemValue; + + auto& bidder = bidders[bidderIdx]; + IdxType projItemIdx = bidderIdx; + assert( 0 <= projItemIdx and projItemIdx < items.size() ); + DiagramPoint projItem = items[projItemIdx]; + assert(projItem.type != bidder.type); + //assert(projItem.projId == bidder.id); + //assert(projItem.id == bidder.projId); + // todo: store precomputed distance? + double projItemValue = pow(distLp(bidder, projItem, internal_p), wassersteinPower) + prices[projItemIdx]; + + if (bidder.isDiagonal()) { + // for diagonal bidder the only normal point has already been added + // the other 2 candidates are diagonal items only, get from the heap + // with prices + assert(diagItemsHeap.size() > 1); + if (!bestDiagonalItemsComputed) { + auto topDiagIter = diagItemsHeap.ordered_begin(); + bestDiagonalItemIdx = topDiagIter->first; + bestDiagonalItemValue = topDiagIter->second; + topDiagIter++; + secondBestDiagonalItemIdx = topDiagIter->first; + secondBestDiagonalItemValue = topDiagIter->second; + bestDiagonalItemsComputed = true; + } + + if ( projItemValue < bestDiagonalItemValue) { + bestItemIdx = projItemIdx; + bestItemValue = projItemValue; + secondBestItemValue = bestDiagonalItemValue; + //secondBestItemIdx = bestDiagonalItemIdx; + } else if (projItemValue < secondBestDiagonalItemValue) { + bestItemIdx = bestDiagonalItemIdx; + bestItemValue = bestDiagonalItemValue; + secondBestItemValue = projItemValue; + //secondBestItemIdx = projItemIdx; + } else { + bestItemIdx = bestDiagonalItemIdx; + bestItemValue = bestDiagonalItemValue; + secondBestItemValue = secondBestDiagonalItemValue; + //secondBestItemIdx = secondBestDiagonalItemIdx; + } + } else { + // for normal bidder get 2 best items among non-diagonal (=normal) points + // from the corresponding heap + assert(diagItemsHeap.size() > 1); + updateQueueForBidder(bidderIdx); + auto topNormIter = lossesHeap[bidderIdx]->ordered_begin(); + IdxType bestNormalItemIdx { topNormIter->first }; + double bestNormalItemValue { topNormIter->second }; + topNormIter++; + double secondBestNormalItemValue { topNormIter->second }; + //IdxType secondBestNormalItemIdx { topNormIter->first }; + + if ( projItemValue < bestNormalItemValue) { + bestItemIdx = projItemIdx; + bestItemValue = projItemValue; + secondBestItemValue = bestNormalItemValue; + //secondBestItemIdx = bestNormalItemIdx; + } else if (projItemValue < secondBestNormalItemValue) { + bestItemIdx = bestNormalItemIdx; + bestItemValue = bestNormalItemValue; + secondBestItemValue = projItemValue; + //secondBestItemIdx = projItemIdx; + } else { + bestItemIdx = bestNormalItemIdx; + bestItemValue = bestNormalItemValue; + secondBestItemValue = secondBestNormalItemValue; + //secondBestItemIdx = secondBestNormalItemIdx; + } + } + + IdxValPair result; + + assert( secondBestItemValue >= bestItemValue ); + + result.first = bestItemIdx; + result.second = ( secondBestItemValue - bestItemValue ) + prices[bestItemIdx] + epsilon; + + + // checking code + + //DebugOptimalBid debugMyResult; + //debugMyResult.bestItemIdx = bestItemIdx; + //debugMyResult.bestItemValue = bestItemValue; + //debugMyResult.secondBestItemIdx = secondBestItemIdx; + //debugMyResult.secondBestItemValue = secondBestItemValue; + //DebugOptimalBid debugNaiveResult; + //debugNaiveResult.bestItemValue = 1e20; + //debugNaiveResult.secondBestItemValue = 1e20; + //double currItemValue; + //for(size_t itemIdx = 0; itemIdx < items.size(); ++itemIdx) { + //if ( bidders[bidderIdx].type != items[itemIdx].type and + //bidders[bidderIdx].projId != items[itemIdx].id) + //continue; + + //currItemValue = pow(distLp(bidders[bidderIdx], items[itemIdx]), wassersteinPower) + prices[itemIdx]; + //if (currItemValue < debugNaiveResult.bestItemValue) { + //debugNaiveResult.bestItemValue = currItemValue; + //debugNaiveResult.bestItemIdx = itemIdx; + //} + //} + + //for(size_t itemIdx = 0; itemIdx < items.size(); ++itemIdx) { + //if (itemIdx == debugNaiveResult.bestItemIdx) { + //continue; + //} + //if ( bidders[bidderIdx].type != items[itemIdx].type and + //bidders[bidderIdx].projId != items[itemIdx].id) + //continue; + + //currItemValue = pow(distLp(bidders[bidderIdx], items[itemIdx]), wassersteinPower) + prices[itemIdx]; + //if (currItemValue < debugNaiveResult.secondBestItemValue) { + //debugNaiveResult.secondBestItemValue = currItemValue; + //debugNaiveResult.secondBestItemIdx = itemIdx; + //} + //} + ////std::cout << "got naive result" << std::endl; + + //if ( fabs( debugMyResult.bestItemValue - debugNaiveResult.bestItemValue ) > 1e-6 or + //fabs( debugNaiveResult.secondBestItemValue - debugMyResult.secondBestItemValue) > 1e-6 ) { + //std::cerr << "bidderIdx = " << bidderIdx << "; "; + //std::cerr << bidders[bidderIdx] << std::endl; + //for(size_t itemIdx = 0; itemIdx < items.size(); ++itemIdx) { + //std::cout << itemIdx << ": " << items[itemIdx] << "; price = " << prices[itemIdx] << std::endl; + //} + //std::cerr << "debugMyResult: " << debugMyResult << std::endl; + //std::cerr << "debugNaiveResult: " << debugNaiveResult << std::endl; + //auto pHeap = lossesHeap[bidderIdx]; + //if ( pHeap != nullptr ) { + //for(auto topIter = pHeap->ordered_begin(); topIter != pHeap->ordered_end(); ++topIter) { + //std::cerr << "in heap: " << topIter->first << ": " << topIter->second << "; real value = " << distLp(bidder, items[topIter->first]) + prices[topIter->first] << std::endl; + //} + //} + ////for(auto ci : candItems) { + ////std::cout << "ci.idx = " << ci.first << ", value = " << ci.second << std::endl; + ////} + + ////std::cerr << "twoBestItems: " << twoBestItems[0].d << " " << twoBestItems[1].d << std::endl; + //assert(false); + // } + //std::cout << "getOptimalBid: bidderIdx = " << bidderIdx << "; bestItemIdx = " << bestItemIdx << "; bestItemValue = " << bestItemValue << "; bestItemsPrice = " << prices[bestItemIdx] << "; secondBestItemIdx = " << topIter->first << "; secondBestValue = " << secondBestItemValue << "; secondBestPrice = " << prices[topIter->first] << "; bid = " << prices[bestItemIdx] + ( bestItemValue - secondBestItemValue ) + epsilon << "; epsilon = " << epsilon << std::endl; + //std::cout << "getOptimalBid: bidderIdx = " << bidderIdx << "; bestItemIdx = " << bestItemIdx << "; bestItemsDist= " << (weightAdjConst - bestItemValue) << "; bestItemsPrice = " << prices[bestItemIdx] << "; secondBestItemIdx = " << topIter->first << "; secondBestDist= " << (weightAdjConst - secondBestItemValue) << "; secondBestPrice = " << prices[topIter->first] << "; bid = " << prices[bestItemIdx] + ( bestItemValue - secondBestItemValue ) + epsilon << "; epsilon = " << epsilon << std::endl; + + return result; +} + + +// ***************************** +// AuctionOracleKDTree +// ***************************** + +AuctionOracleKDTree::AuctionOracleKDTree(const std::vector<DiagramPoint>& _bidders, + const std::vector<DiagramPoint>& _items, + double _wassersteinPower, + double internal_p) : + AuctionOracleAbstract(_bidders, _items, _wassersteinPower, internal_p), + heapHandlesIndices(items.size(), std::numeric_limits<size_t>::max()), + kdtreeItems(items.size(), std::numeric_limits<size_t>::max()) +{ + //assert(wassersteinPower == 1.0); // temporarily, to-do: update dnn to search with any q + size_t dnnItemIdx { 0 }; + size_t trueIdx { 0 }; + dnnPoints.clear(); + // store normal items in kd-tree + for(const auto& g : items) { + if (g.isNormal()) { + kdtreeItems[trueIdx] = dnnItemIdx; + // index of items is id of dnn-point + DnnPoint p(trueIdx); + p[0] = g.getRealX(); + p[1] = g.getRealY(); + dnnPoints.push_back(p); + assert(dnnItemIdx == dnnPoints.size() - 1); + dnnItemIdx++; + } + trueIdx++; + } + + assert(dnnPoints.size() < items.size() ); + for(size_t i = 0; i < dnnPoints.size(); ++i) { + dnnPointHandles.push_back(&dnnPoints[i]); + } + DnnTraits traits; + traits.internal_p = internal_p; + //std::cout << "kdtree: " << dnnPointHandles.size() << " points" << std::endl; + kdtree = new dnn::KDTree<DnnTraits>(traits, dnnPointHandles, wassersteinPower); + + size_t dnnItemIdxAll { 0 }; + dnnPointsAll.clear(); + // store all items in kd-tree + for(const auto& g : items) { + DnnPoint p(dnnItemIdxAll++); + p[0] = g.getRealX(); + p[1] = g.getRealY(); + //std::cout << "to all tree: " << p[0] << ", " << p[1] << std::endl; + dnnPointsAll.push_back(p); + assert(dnnItemIdxAll == dnnPointsAll.size()); + } + + for(size_t i = 0; i < dnnPointsAll.size(); ++i) { + dnnPointHandlesAll.push_back(&dnnPointsAll[i]); + } + //std::cout << "kdtreeAll: " << dnnPointHandlesAll.size() << " points" << std::endl; + kdtreeAll = new dnn::KDTree<DnnTraits>(traits, dnnPointHandlesAll, wassersteinPower); + + size_t handleIdx {0}; + for(size_t itemIdx = 0; itemIdx < items.size(); ++itemIdx) { + if (items[itemIdx].isDiagonal() ) { + heapHandlesIndices[itemIdx] = handleIdx++; + diagHeapHandles.push_back(diagItemsHeap.push(std::make_pair(itemIdx, 0))); + } + } + //to-do: remove maxVal from + //std::cout << "3getFurthestDistance3Approx = " << getFurthestDistance3Approx(_bidders, _items) << std::endl; + maxVal = 3*getFurthestDistance3Approx(_bidders, _items); + maxVal = pow(maxVal, wassersteinPower); + weightAdjConst = maxVal; + //std::cout << "AuctionOracleKDTree: weightAdjConst = " << weightAdjConst << std::endl; + //std::cout << "AuctionOracleKDTree constructor done" << std::endl; + // for debug +} + +DebugOptimalBid AuctionOracleKDTree::getOptimalBidDebug(IdxType bidderIdx) +{ + DebugOptimalBid result; + DiagramPoint bidder = bidders[bidderIdx]; + DnnPoint bidderDnn; + bidderDnn[0] = bidder.getRealX(); + bidderDnn[1] = bidder.getRealY(); + + //std::cout << "bidder.x = " << bidderDnn[0] << std::endl; + //std::cout << "bidder.y = " << bidderDnn[1] << std::endl; + + std::vector<IdxValPair> candItems; + + + if ( bidder.isDiagonal() ) { + // + auto twoBestItems = kdtree->findK(bidderDnn, 2); + //std::cout << "twoBestItems for non-diag: " << twoBestItems[0].d << " " << twoBestItems[1].d << std::endl; + candItems.push_back( std::make_pair(twoBestItems[0].p->id(), twoBestItems[0].d) ); + candItems.push_back( std::make_pair(twoBestItems[1].p->id(), twoBestItems[1].d) ); + assert(diagItemsHeap.size() > 1); + auto topDiagIter = diagItemsHeap.ordered_begin(); + auto topDiag1 = *topDiagIter++; + auto topDiag2 = *topDiagIter; + candItems.push_back(topDiag1); + candItems.push_back(topDiag2); + assert(candItems.size() == 4); + std::sort(candItems.begin(), candItems.end(), CompPairsBySecondStruct()); + assert(candItems[3].second >= candItems[2].second); + assert(candItems[2].second >= candItems[1].second); + assert(candItems[1].second >= candItems[0].second); + } else { + auto twoBestItems = kdtreeAll->findK(bidderDnn, 2); + //std::cout << "twoBestItems for all: " << twoBestItems[0].d << " " << twoBestItems[1].d << std::endl; + candItems.push_back( std::make_pair(twoBestItems[0].p->id(), twoBestItems[0].d) ); + candItems.push_back( std::make_pair(twoBestItems[1].p->id(), twoBestItems[1].d) ); + //size_t projItemIdx { biddersProjIndices.at(bidderIdx) }; + //assert(items[projItemIdx].projId == bidder.id); + //double projItemValue { pow(distLp(bidder, items[projItemIdx]), wassersteinPower) + prices.at(projItemIdx) }; + //candItems.push_back( std::make_pair(projItemIdx, projItemValue) ); + assert(candItems.size() == 2); + assert(candItems[1].second >= candItems[0].second); + } + + result.bestItemIdx = candItems[0].first; + result.secondBestItemIdx = candItems[1].first; + result.bestItemValue = candItems[0].second; + result.secondBestItemValue = candItems[1].second; + //std::cout << "got result: " << result << std::endl; + //double bestItemsPrice = prices[bestItemIdx]; + //if (items[result.bestItemIdx].type == DiagramPoint::DIAG) { + //double bestItemValue1 = pow( distLp(bidder, items[result.bestItemIdx]), q) + prices[result.bestItemIdx]; + //if ( fabs(result.bestItemValue - bestItemValue1) > 1e-6 ) { + //std::cerr << "XXX: " << result.bestItemValue << " vs " << bestItemValue1 << std::endl; + //result.bestItemValue = bestItemValue1; + //} + + //} + + + // checking code + /* + + DebugOptimalBid debugMyResult(result); + DebugOptimalBid debugNaiveResult; + debugNaiveResult.bestItemValue = 1e20; + debugNaiveResult.secondBestItemValue = 1e20; + double currItemValue; + for(size_t itemIdx = 0; itemIdx < items.size(); ++itemIdx) { + //if ( bidders[bidderIdx].type == DiagramPoint::NORMAL and + //items[itemIdx].type == DiagramPoint::DIAG and + //bidders[bidderIdx].projId != items[itemIdx].id) + //continue; + + currItemValue = pow(distLp(bidders[bidderIdx], items[itemIdx]), wassersteinPower) + prices[itemIdx]; + if (currItemValue < debugNaiveResult.bestItemValue) { + debugNaiveResult.bestItemValue = currItemValue; + debugNaiveResult.bestItemIdx = itemIdx; + } + } + + for(size_t itemIdx = 0; itemIdx < items.size(); ++itemIdx) { + if (itemIdx == debugNaiveResult.bestItemIdx) { + continue; + } + currItemValue = pow(distLp(bidders[bidderIdx], items[itemIdx]), wassersteinPower) + prices[itemIdx]; + if (currItemValue < debugNaiveResult.secondBestItemValue) { + debugNaiveResult.secondBestItemValue = currItemValue; + debugNaiveResult.secondBestItemIdx = itemIdx; + } + } + //std::cout << "got naive result" << std::endl; + + if ( fabs( debugMyResult.bestItemValue - debugNaiveResult.bestItemValue ) > 1e-6 or + fabs( debugNaiveResult.secondBestItemValue - debugMyResult.secondBestItemValue) > 1e-6 ) { + kdtreeAll->printWeights(); + std::cerr << "bidderIdx = " << bidderIdx << "; "; + std::cerr << bidders[bidderIdx] << std::endl; + for(size_t itemIdx = 0; itemIdx < items.size(); ++itemIdx) { + std::cout << itemIdx << ": " << items[itemIdx] << "; price = " << prices[itemIdx] << std::endl; + } + std::cerr << "debugMyResult: " << debugMyResult << std::endl; + std::cerr << "debugNaiveResult: " << debugNaiveResult << std::endl; + //std::cerr << "twoBestItems: " << twoBestItems[0].d << " " << twoBestItems[1].d << std::endl; + assert(false); + } + //std::cout << "returning" << std::endl; + + //std::cout << "getOptimalBid: bidderIdx = " << bidderIdx << "; bestItemIdx = " << bestItemIdx << "; bestItemValue = " << bestItemValue << "; bestItemsPrice = " << prices[bestItemIdx] << "; secondBestItemIdx = " << secondBestItemIdx << "; secondBestValue = " << secondBestItemValue << "; secondBestPrice = " << prices[secondBestItemIdx] << "; bid = " << prices[bestItemIdx] + ( bestItemValue - secondBestItemValue ) + epsilon << "; epsilon = " << epsilon << std::endl; + //std::cout << "getOptimalBid: bidderIdx = " << bidderIdx << "; bestItemIdx = " << bestItemIdx << "; bestItemsDist= " << (weightAdjConst - bestItemValue) << "; bestItemsPrice = " << prices[bestItemIdx] << "; secondBestItemIdx = " << secondBestItemIdx << "; secondBestDist= " << (weightAdjConst - secondBestItemValue) << "; secondBestPrice = " << prices[secondBestItemIdx] << "; bid = " << prices[bestItemIdx] + ( bestItemValue - secondBestItemValue ) + epsilon << "; epsilon = " << epsilon << std::endl; + */ + + return result; +} + +IdxValPair AuctionOracleKDTree::getOptimalBid(IdxType bidderIdx) +{ + IdxValPair result; + DebugOptimalBid debugMyResult = getOptimalBidDebug(bidderIdx); + result.first = debugMyResult.bestItemIdx; + result.second = ( debugMyResult.secondBestItemValue - debugMyResult.bestItemValue ) + prices[debugMyResult.bestItemIdx] + epsilon; + return result; +} +/* +a_{ij} = d_{ij} +value_{ij} = a_{ij} + price_j +*/ +void AuctionOracleKDTree::setPrice(IdxType itemIdx, double newPrice) +{ + assert(prices.size() == items.size()); + assert( 0 < diagHeapHandles.size() and diagHeapHandles.size() <= items.size()); + assert(newPrice > prices.at(itemIdx)); + prices[itemIdx] = newPrice; + if ( items[itemIdx].isNormal() ) { + //std::cout << "before increasing weight in kdtree " << std::endl; + //std::cout << kdtreeItems.at(itemIdx) << std::endl; + assert(0 <= itemIdx and itemIdx < kdtreeItems.size()); + assert(0 <= kdtreeItems[itemIdx] and kdtreeItems[itemIdx] < dnnPointHandles.size()); + kdtree->increase_weight( dnnPointHandles[kdtreeItems[itemIdx]], newPrice); + kdtreeAll->increase_weight( dnnPointHandlesAll[itemIdx], newPrice); + //std::cout << "after increasing weight in kdtree" << std::endl; + } else { + //std::cout << "before decreasing weight in heap" << std::endl; + //std::cout << "diagHeapHandles.size = " << diagHeapHandles.size() << std::endl; + kdtreeAll->increase_weight( dnnPointHandlesAll[itemIdx], newPrice); + //std::cout << "after increasing weight in kdtree" << std::endl; + assert(diagHeapHandles.size() > heapHandlesIndices.at(itemIdx)); + diagItemsHeap.decrease(diagHeapHandles[heapHandlesIndices[itemIdx]], std::make_pair(itemIdx, newPrice)); + } +} + +void AuctionOracleKDTree::adjustPrices(void) +{ +} + +AuctionOracleKDTree::~AuctionOracleKDTree() +{ + delete kdtree; + delete kdtreeAll; +} + +void AuctionOracleKDTree::setEpsilon(double newVal) +{ + assert(newVal >= 0.0); + epsilon = newVal; +} + +// ***************************** +// AuctionOracleRestricted +// ***************************** +AuctionOracleRestricted::AuctionOracleRestricted(const std::vector<DiagramPoint>& b, + const std::vector<DiagramPoint>& g, + double _wassersteinPower, + double internal_p) : + AuctionOracleAbstract(b, g, _wassersteinPower, internal_p), + maxVal(0.0) +{ + assert(b.size() == g.size() ); + assert(b.size() > 1); + + weightMatrix.reserve(b.size()); + for(const auto& pointA : bidders) { + std::vector<double> weightVec; + weightVec.clear(); + weightVec.reserve(b.size()); + for(const auto& pointB : items) { + double val = pow(distLp(pointA, pointB, internal_p), wassersteinPower); + if (val > maxVal) { + maxVal = val; + } + weightVec.push_back( val ); + } + weightMatrix.push_back(weightVec); + } +} + +IdxValPair AuctionOracleRestricted::getOptimalBid(const IdxType bidderIdx) +{ + assert(bidderIdx >=0 and bidderIdx < static_cast<IdxType>(bidders.size()) ); + + const auto bidder = bidders[bidderIdx]; + + IdxType bestItemIdx { -1 }; + double bestItemValue { std::numeric_limits<double>::max() }; + //IdxType secondBestItemIdx { -1 }; + double secondBestItemValue { std::numeric_limits<double>::max() }; + + // find best items idx + for(IdxType itemIdx = 0; itemIdx < static_cast<IdxType>(items.size()); ++itemIdx) { + // non-diagonal point should be matched either to another + // non-diagonal point or to its own projection + if (isRestricted and bidder.isNormal() ) { + auto item = items[itemIdx]; + if (item.isDiagonal() and itemIdx != bidderIdx) + continue; + } + auto currItemValue = weightMatrix[bidderIdx][itemIdx] + prices[itemIdx]; + if ( currItemValue < bestItemValue ) { + bestItemValue = currItemValue; + bestItemIdx = itemIdx; + } + } + + // find second best items idx and value + + for(IdxType itemIdx = 0; itemIdx < static_cast<IdxType>(items.size()); ++itemIdx) { + // non-diagonal point should be matched either to another + // non-diagonal point or to its own projection + if (isRestricted and bidder.isNormal() ) { + auto itemsItem = items[itemIdx]; + if (itemsItem.isDiagonal() and itemIdx != bidderIdx) + continue; + } + + if (static_cast<IdxType>(itemIdx) == bestItemIdx) + continue; + + auto currItemValue = weightMatrix[bidderIdx][itemIdx] + prices[itemIdx]; + if ( currItemValue < secondBestItemValue ) { + secondBestItemValue = currItemValue; + //secondBestItemIdx = itemIdx; + } + } + + assert(bestItemValue <= secondBestItemValue); + + //std::cout << "getOptimalBid: bidderIdx = " << bidderIdx << "; bestItemIdx = " << bestItemIdx << "; bestItemValue = " << bestItemValue << "; bestItemsPrice = " << prices[bestItemIdx] << "; secondBestItemIdx = " << topIter->first << "; secondBestValue = " << secondBestItemValue << "; secondBestPrice = " << prices[topIter->first] << "; bid = " << prices[bestItemIdx] + ( bestItemValue - secondBestItemValue ) + epsilon << "; epsilon = " << epsilon << std::endl; + //std::cout << "getOptimalBid: bidderIdx = " << bidderIdx << "; bestItemIdx = " << bestItemIdx << "; bestItemValue = " << bestItemValue << "; bestItemsPrice = " << prices[bestItemIdx] << "; secondBestItemIdx = " << secondBestItemIdx << "; secondBestValue = " << secondBestItemValue << "; secondBestPrice = " << prices[secondBestItemIdx] << "; bid = " << prices[bestItemIdx] + ( bestItemValue - secondBestItemValue ) + epsilon << "; epsilon = " << epsilon << std::endl; + //std::cout << "getOptimalBid: bidderIdx = " << bidderIdx << "; bestItemIdx = " << bestItemIdx << "; bestItemsDist= " << (weightAdjConst - bestItemValue) << "; bestItemsPrice = " << prices[bestItemIdx] << "; secondBestItemIdx = " << topIter->first << "; secondBestDist= " << (weightAdjConst - secondBestItemValue) << "; secondBestPrice = " << prices[topIter->first] << "; bid = " << prices[bestItemIdx] + ( bestItemValue - secondBestItemValue ) + epsilon << "; epsilon = " << epsilon << std::endl; + + // bid value: price + value difference + epsilon + + return std::make_pair(bestItemIdx, + prices[bestItemIdx] + + ( -bestItemValue + secondBestItemValue ) + + epsilon ); +} + +void AuctionOracleRestricted::setPrice(const IdxType itemIdx, const double newPrice) +{ + assert(prices.at(itemIdx) < newPrice ); + prices[itemIdx] = newPrice; +} + +// ***************************** +// AuctionOracleKDTreeRestricted +// ***************************** + +AuctionOracleKDTreeRestricted::AuctionOracleKDTreeRestricted(const std::vector<DiagramPoint>& _bidders, + const std::vector<DiagramPoint>& _items, + const double _wassersteinPower, + const double internal_p) : + AuctionOracleAbstract(_bidders, _items, _wassersteinPower, internal_p), + heapHandlesIndices(items.size(), std::numeric_limits<size_t>::max()), + kdtreeItems(items.size(), std::numeric_limits<size_t>::max()), + bestDiagonalItemsComputed(false) +{ + size_t dnnItemIdx { 0 }; + size_t trueIdx { 0 }; + dnnPoints.clear(); + // store normal items in kd-tree + for(const auto& g : items) { + if (g.isNormal() ) { + kdtreeItems[trueIdx] = dnnItemIdx; + // index of items is id of dnn-point + DnnPoint p(trueIdx); + p[0] = g.getRealX(); + p[1] = g.getRealY(); + dnnPoints.push_back(p); + assert(dnnItemIdx == dnnPoints.size() - 1); + dnnItemIdx++; + } + trueIdx++; + } + + assert(dnnPoints.size() < items.size() ); + for(size_t i = 0; i < dnnPoints.size(); ++i) { + dnnPointHandles.push_back(&dnnPoints[i]); + } + DnnTraits traits; + //std::cout << "kdtree: " << dnnPointHandles.size() << " points" << std::endl; + kdtree = new dnn::KDTree<DnnTraits>(traits, dnnPointHandles, wassersteinPower); + + size_t handleIdx {0}; + for(size_t itemIdx = 0; itemIdx < items.size(); ++itemIdx) { + if (items[itemIdx].isDiagonal()) { + heapHandlesIndices[itemIdx] = handleIdx++; + diagHeapHandles.push_back(diagItemsHeap.push(std::make_pair(itemIdx, 0))); + } + } + //to-do: remove maxVal from + //std::cout << "3getFurthestDistance3Approx = " << getFurthestDistance3Approx(_bidders, _items) << std::endl; + maxVal = 3*getFurthestDistance3Approx(_bidders, _items); + maxVal = pow(maxVal, wassersteinPower); + weightAdjConst = maxVal; + //std::cout << "AuctionOracleKDTreeRestricted: weightAdjConst = " << weightAdjConst << std::endl; + //std::cout << "AuctionOracleKDTreeRestricted constructor done" << std::endl; +} + +DebugOptimalBid AuctionOracleKDTreeRestricted::getOptimalBidDebug(IdxType bidderIdx) +{ + DebugOptimalBid result; + DiagramPoint bidder = bidders[bidderIdx]; + + //std::cout << "bidder.x = " << bidderDnn[0] << std::endl; + //std::cout << "bidder.y = " << bidderDnn[1] << std::endl; + + // corresponding point is always considered as a candidate + // if bidder is a diagonal point, projItem is a normal point, + // and vice versa. + + size_t projItemIdx = bidderIdx; + assert( 0 <= projItemIdx and projItemIdx < items.size() ); + DiagramPoint projItem = items[projItemIdx]; + assert(projItem.type != bidder.type); + //assert(projItem.projId == bidder.id); + //assert(projItem.id == bidder.projId); + // todo: store precomputed distance? + double projItemValue = pow(distLp(bidder, projItem, internal_p), wassersteinPower) + prices[projItemIdx]; + + if (bidder.isDiagonal()) { + // for diagonal bidder the only normal point has already been added + // the other 2 candidates are diagonal items only, get from the heap + // with prices + assert(diagItemsHeap.size() > 1); + if (!bestDiagonalItemsComputed) { + auto topDiagIter = diagItemsHeap.ordered_begin(); + bestDiagonalItemIdx = topDiagIter->first; + bestDiagonalItemValue = topDiagIter->second; + topDiagIter++; + secondBestDiagonalItemIdx = topDiagIter->first; + secondBestDiagonalItemValue = topDiagIter->second; + bestDiagonalItemsComputed = true; + } + + if ( projItemValue < bestDiagonalItemValue) { + result.bestItemIdx = projItemIdx; + result.bestItemValue = projItemValue; + result.secondBestItemIdx = bestDiagonalItemIdx; + result.secondBestItemValue = bestDiagonalItemValue; + } else if (projItemValue < secondBestDiagonalItemValue) { + result.bestItemIdx = bestDiagonalItemIdx; + result.bestItemValue = bestDiagonalItemValue; + result.secondBestItemIdx = projItemIdx; + result.secondBestItemValue = projItemValue; + } else { + result.bestItemIdx = bestDiagonalItemIdx; + result.bestItemValue = bestDiagonalItemValue; + result.secondBestItemIdx = secondBestDiagonalItemIdx; + result.secondBestItemValue = secondBestDiagonalItemValue; + } + } else { + // for normal bidder get 2 best items among non-diagonal points from + // kdtree + DnnPoint bidderDnn; + bidderDnn[0] = bidder.getRealX(); + bidderDnn[1] = bidder.getRealY(); + auto twoBestItems = kdtree->findK(bidderDnn, 2); + //std::cout << "twoBestItems for all: " << twoBestItems[0].d << " " << twoBestItems[1].d << std::endl; + size_t bestNormalItemIdx { twoBestItems[0].p->id() }; + double bestNormalItemValue { twoBestItems[0].d }; + size_t secondBestNormalItemIdx { twoBestItems[1].p->id() }; + double secondBestNormalItemValue { twoBestItems[1].d }; + + if ( projItemValue < bestNormalItemValue) { + result.bestItemIdx = projItemIdx; + result.bestItemValue = projItemValue; + result.secondBestItemIdx = bestNormalItemIdx; + result.secondBestItemValue = bestNormalItemValue; + } else if (projItemValue < secondBestNormalItemValue) { + result.bestItemIdx = bestNormalItemIdx; + result.bestItemValue = bestNormalItemValue; + result.secondBestItemIdx = projItemIdx; + result.secondBestItemValue = projItemValue; + } else { + result.bestItemIdx = bestNormalItemIdx; + result.bestItemValue = bestNormalItemValue; + result.secondBestItemIdx = secondBestNormalItemIdx; + result.secondBestItemValue = secondBestNormalItemValue; + } + } + + return result; + + //std::cout << "got result: " << result << std::endl; + //double bestItemsPrice = prices[bestItemIdx]; + //if (items[result.bestItemIdx].type == DiagramPoint::DIAG) { + //double bestItemValue1 = pow( distLp(bidder, items[result.bestItemIdx]), wassersteinPower) + prices[result.bestItemIdx]; + //if ( fabs(result.bestItemValue - bestItemValue1) > 1e-6 ) { + //std::cerr << "XXX: " << result.bestItemValue << " vs " << bestItemValue1 << std::endl; + //result.bestItemValue = bestItemValue1; + //} + + //} + + + // checking code + + /* + DebugOptimalBid debugMyResult(result); + DebugOptimalBid debugNaiveResult; + debugNaiveResult.bestItemValue = 1e20; + debugNaiveResult.secondBestItemValue = 1e20; + double currItemValue; + for(size_t itemIdx = 0; itemIdx < items.size(); ++itemIdx) { + //if ( bidders[bidderIdx].type == DiagramPoint::NORMAL and + //items[itemIdx].type == DiagramPoint::DIAG and + //bidders[bidderIdx].projId != items[itemIdx].id) + //continue; + + currItemValue = pow(distLp(bidders[bidderIdx], items[itemIdx]), wassersteinPower) + prices[itemIdx]; + if (currItemValue < debugNaiveResult.bestItemValue) { + debugNaiveResult.bestItemValue = currItemValue; + debugNaiveResult.bestItemIdx = itemIdx; + } + } + + for(size_t itemIdx = 0; itemIdx < items.size(); ++itemIdx) { + if (itemIdx == debugNaiveResult.bestItemIdx) { + continue; + } + currItemValue = pow(distLp(bidders[bidderIdx], items[itemIdx]), wassersteinPower) + prices[itemIdx]; + if (currItemValue < debugNaiveResult.secondBestItemValue) { + debugNaiveResult.secondBestItemValue = currItemValue; + debugNaiveResult.secondBestItemIdx = itemIdx; + } + } + //std::cout << "got naive result" << std::endl; + + if ( fabs( debugMyResult.bestItemValue - debugNaiveResult.bestItemValue ) > 1e-6 or + fabs( debugNaiveResult.secondBestItemValue - debugMyResult.secondBestItemValue) > 1e-6 ) { + kdtreeAll->printWeights(); + std::cerr << "bidderIdx = " << bidderIdx << "; "; + std::cerr << bidders[bidderIdx] << std::endl; + for(size_t itemIdx = 0; itemIdx < items.size(); ++itemIdx) { + std::cout << itemIdx << ": " << items[itemIdx] << "; price = " << prices[itemIdx] << std::endl; + } + std::cerr << "debugMyResult: " << debugMyResult << std::endl; + std::cerr << "debugNaiveResult: " << debugNaiveResult << std::endl; + //std::cerr << "twoBestItems: " << twoBestItems[0].d << " " << twoBestItems[1].d << std::endl; + assert(false); + } + //std::cout << "returning" << std::endl; + + //std::cout << "getOptimalBid: bidderIdx = " << bidderIdx << "; bestItemIdx = " << bestItemIdx << "; bestItemValue = " << bestItemValue << "; bestItemsPrice = " << prices[bestItemIdx] << "; secondBestItemIdx = " << secondBestItemIdx << "; secondBestValue = " << secondBestItemValue << "; secondBestPrice = " << prices[secondBestItemIdx] << "; bid = " << prices[bestItemIdx] + ( bestItemValue - secondBestItemValue ) + epsilon << "; epsilon = " << epsilon << std::endl; + //std::cout << "getOptimalBid: bidderIdx = " << bidderIdx << "; bestItemIdx = " << bestItemIdx << "; bestItemsDist= " << (weightAdjConst - bestItemValue) << "; bestItemsPrice = " << prices[bestItemIdx] << "; secondBestItemIdx = " << secondBestItemIdx << "; secondBestDist= " << (weightAdjConst - secondBestItemValue) << "; secondBestPrice = " << prices[secondBestItemIdx] << "; bid = " << prices[bestItemIdx] + ( bestItemValue - secondBestItemValue ) + epsilon << "; epsilon = " << epsilon << std::endl; + */ + return result; +} + +IdxValPair AuctionOracleKDTreeRestricted::getOptimalBid(IdxType bidderIdx) +{ + + + DiagramPoint bidder = bidders[bidderIdx]; + + //std::cout << "bidder.x = " << bidderDnn[0] << std::endl; + //std::cout << "bidder.y = " << bidderDnn[1] << std::endl; + + // corresponding point is always considered as a candidate + // if bidder is a diagonal point, projItem is a normal point, + // and vice versa. + + size_t bestItemIdx; + double bestItemValue; + double secondBestItemValue; + + + size_t projItemIdx = bidderIdx; + assert( 0 <= projItemIdx and projItemIdx < items.size() ); + DiagramPoint projItem = items[projItemIdx]; + assert(projItem.type != bidder.type); + //assert(projItem.projId == bidder.id); + //assert(projItem.id == bidder.projId); + // todo: store precomputed distance? + double projItemValue = pow(distLp(bidder, projItem, internal_p), wassersteinPower) + prices[projItemIdx]; + + if (bidder.isDiagonal()) { + // for diagonal bidder the only normal point has already been added + // the other 2 candidates are diagonal items only, get from the heap + // with prices + + if (not bestDiagonalItemsComputed) { + auto topDiagIter = diagItemsHeap.ordered_begin(); + bestDiagonalItemIdx = topDiagIter->first; + bestDiagonalItemValue = topDiagIter->second; + if (diagItemsHeap.size() > 1) { + topDiagIter++; + secondBestDiagonalItemIdx = topDiagIter->first; + secondBestDiagonalItemValue = topDiagIter->second; + } else { + // there is only one diagonal point at all, + // ensure that second best diagonal value + // will lose to projection item + secondBestDiagonalItemValue = std::numeric_limits<double>::max(); + secondBestDiagonalItemIdx = -1; + } + bestDiagonalItemsComputed = true; + } + + if ( projItemValue < bestDiagonalItemValue) { + bestItemIdx = projItemIdx; + bestItemValue = projItemValue; + secondBestItemValue = bestDiagonalItemValue; + } else if (projItemValue < secondBestDiagonalItemValue) { + bestItemIdx = bestDiagonalItemIdx; + bestItemValue = bestDiagonalItemValue; + secondBestItemValue = projItemValue; + } else { + bestItemIdx = bestDiagonalItemIdx; + bestItemValue = bestDiagonalItemValue; + secondBestItemValue = secondBestDiagonalItemValue; + } + } else { + // for normal bidder get 2 best items among non-diagonal points from + // kdtree + DnnPoint bidderDnn; + bidderDnn[0] = bidder.getRealX(); + bidderDnn[1] = bidder.getRealY(); + auto twoBestItems = kdtree->findK(bidderDnn, 2); + //std::cout << "twoBestItems for all: " << twoBestItems[0].d << " " << twoBestItems[1].d << std::endl; + size_t bestNormalItemIdx { twoBestItems[0].p->id() }; + double bestNormalItemValue { twoBestItems[0].d }; + // if there is only one off-diagonal point in the second diagram, + // kd-tree will not return the second candidate. + // Set its value to inf, so it will always lose to the value of the projection + double secondBestNormalItemValue { twoBestItems.size() == 1 ? std::numeric_limits<double>::max() : twoBestItems[1].d }; + + if ( projItemValue < bestNormalItemValue) { + bestItemIdx = projItemIdx; + bestItemValue = projItemValue; + secondBestItemValue = bestNormalItemValue; + } else if (projItemValue < secondBestNormalItemValue) { + bestItemIdx = bestNormalItemIdx; + bestItemValue = bestNormalItemValue; + secondBestItemValue = projItemValue; + } else { + bestItemIdx = bestNormalItemIdx; + bestItemValue = bestNormalItemValue; + secondBestItemValue = secondBestNormalItemValue; + } + } + + IdxValPair result; + + assert( secondBestItemValue >= bestItemValue ); + + result.first = bestItemIdx; + result.second = ( secondBestItemValue - bestItemValue ) + prices[bestItemIdx] + epsilon; + return result; +} +/* +a_{ij} = d_{ij} +value_{ij} = a_{ij} + price_j +*/ +void AuctionOracleKDTreeRestricted::setPrice(IdxType itemIdx, double newPrice) +{ + assert(prices.size() == items.size()); + assert( 0 < diagHeapHandles.size() and diagHeapHandles.size() <= items.size()); + assert(newPrice > prices.at(itemIdx)); + prices[itemIdx] = newPrice; + if ( items[itemIdx].isNormal() ) { + //std::cout << "before increasing weight in kdtree " << std::endl; + //std::cout << kdtreeItems.at(itemIdx) << std::endl; + assert(0 <= itemIdx and itemIdx < kdtreeItems.size()); + assert(0 <= kdtreeItems[itemIdx] and kdtreeItems[itemIdx] < dnnPointHandles.size()); + kdtree->increase_weight( dnnPointHandles[kdtreeItems[itemIdx]], newPrice); + //std::cout << "after increasing weight in kdtree" << std::endl; + } else { + //std::cout << "before decreasing weight in heap" << std::endl; + //std::cout << "diagHeapHandles.size = " << diagHeapHandles.size() << std::endl; + assert(diagHeapHandles.size() > heapHandlesIndices.at(itemIdx)); + diagItemsHeap.decrease(diagHeapHandles[heapHandlesIndices[itemIdx]], std::make_pair(itemIdx, newPrice)); + bestDiagonalItemsComputed = false; + } +} + +void AuctionOracleKDTreeRestricted::adjustPrices(void) +{ +} + +AuctionOracleKDTreeRestricted::~AuctionOracleKDTreeRestricted() +{ + delete kdtree; +} + +void AuctionOracleKDTreeRestricted::setEpsilon(double newVal) +{ + assert(newVal >= 0.0); + epsilon = newVal; +} + +std::ostream& operator<< (std::ostream& output, const DebugOptimalBid& db) +{ + std::cout << "bestItemValue = " << db.bestItemValue; + std::cout << "; bestItemIdx = " << db.bestItemIdx; + std::cout << "; secondBestItemValue = " << db.secondBestItemValue; + std::cout << "; secondBestItemIdx = " << db.secondBestItemIdx; + return output; +} + +} // end of namespace geom_ws 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 diff --git a/geom_matching/wasserstein/src/auction_runner_jac.cpp b/geom_matching/wasserstein/src/auction_runner_jac.cpp new file mode 100644 index 0000000..dcade94 --- /dev/null +++ b/geom_matching/wasserstein/src/auction_runner_jac.cpp @@ -0,0 +1,365 @@ +/* + +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 "def_debug.h" +#include "auction_runner_jac.h" +#include "wasserstein.h" + +namespace geom_ws { + +// ***************************** +// AuctionRunnerJak +// ***************************** + +AuctionRunnerJak::AuctionRunnerJak(const std::vector<DiagramPoint>& A, const std::vector<DiagramPoint>& B, const double q, const double _delta, const double _internal_p) : + 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), + bidTable(A.size(), std::make_pair(-1, std::numeric_limits<double>::lowest()) ), + itemReceivedBidVec(B.size(), 0 ) +{ + assert(A.size() == B.size()); + oracle = std::unique_ptr<AuctionOracle>(new AuctionOracle(bidders, items, wassersteinPower, internal_p)); +} + +void AuctionRunnerJak::assignGoodToBidder(IdxType itemIdx, IdxType bidderIdx) +{ + //sanityCheck(); + IdxType myOldItem = biddersToItems[bidderIdx]; + IdxType currItemOwner = itemsToBidders[itemIdx]; + + // set new owner + biddersToItems[bidderIdx] = itemIdx; + itemsToBidders[itemIdx] = bidderIdx; + + + // remove bidder from the list of unassigned bidders + unassignedBidders.erase( unassignedBiddersIterators[bidderIdx] ); + assert( 0 <= bidderIdx and bidderIdx < unassignedBiddersIterators.size() ); + unassignedBiddersIterators[bidderIdx] = unassignedBidders.end(); + + if (-1 == currItemOwner) { + // the item we want to assign does not belong to anybody, + // just free myOldItem, if necessary + // RE: this cannot be necessary. I submitted the best bid, hence I was + // an unassigned bidder. + if (myOldItem != -1) { + std::cout << "This is not happening" << std::endl; + assert(false); + itemsToBidders[myOldItem] = -1; + } + } else { + // the current owner of itemIdx gets my old item (OK if it's -1) + biddersToItems[currItemOwner] = myOldItem; + // add the old owner of bids to the list of + if ( -1 != myOldItem ) { + std::cout << "This is not happening" << std::endl; + assert(false); + // if I had something, update itemsToBidders, too + // RE: nonsense: if I had something, I am not unassigned and did not + // sumbit any bid + itemsToBidders[myOldItem] = currItemOwner; + } + unassignedBidders.push_back(currItemOwner); + assert( unassignedBiddersIterators[currItemOwner] == unassignedBidders.end() ); + unassignedBiddersIterators[currItemOwner] = std::prev( unassignedBidders.end() ); + } + //sanityCheck(); +} + + +void AuctionRunnerJak::assignToBestBidder(IdxType itemIdx) +{ + assert( itemIdx >= 0 and itemIdx < static_cast<IdxType>(numItems) ); + assert( bidTable[itemIdx].first != -1); + IdxValPair bestBid { bidTable[itemIdx] }; + assignGoodToBidder(itemIdx, bestBid.first); + //std::cout << "About to call setPrice" << std::endl; + oracle->setPrice(itemIdx, bestBid.second); + //dynamic_cast<AuctionOracleKDTree*>(oracle)->setNai +} + +void AuctionRunnerJak::clearBidTable(void) +{ + for(auto& itemWithBidIdx : itemsWithBids) { + itemReceivedBidVec[itemWithBidIdx] = 0; + bidTable[itemWithBidIdx].first = -1; + bidTable[itemWithBidIdx].second = std::numeric_limits<double>::lowest(); + } + itemsWithBids.clear(); +} + +void AuctionRunnerJak::submitBid(IdxType bidderIdx, const IdxValPair& itemsBidValuePair) +{ + IdxType itemIdx = itemsBidValuePair.first; + double bidValue = itemsBidValuePair.second; + assert( itemIdx >= 0 ); + if ( bidTable[itemIdx].second < itemsBidValuePair.second ) { + bidTable[itemIdx].first = bidderIdx; + bidTable[itemIdx].second = bidValue; + } + if (0 == itemReceivedBidVec[itemIdx]) { + itemReceivedBidVec[itemIdx] = 1; + itemsWithBids.push_back(itemIdx); + } +} + +void AuctionRunnerJak::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 << "Value matrix: " << std::endl; + //for(size_t i = 0; i < numBidders; ++i) { + //for(size_t j = 0; j < numItems; ++j) { + //std::cout << oracle->weightMatrix[i][j] - oracle->prices[j] << " "; + //} + //std::cout << std::endl; + //} + std::cout << "**********************" << std::endl; +#endif +} + +void AuctionRunnerJak::flushAssignment(void) +{ + for(auto& b2g : biddersToItems) { + b2g = -1; + } + for(auto& g2b : itemsToBidders) { + g2b = -1; + } + //oracle->adjustPrices(); +} + +void AuctionRunnerJak::runAuction(void) +{ + // relative error + // choose some initial epsilon + oracle->setEpsilon(oracle->maxVal / 4.0); + assert( oracle->getEpsilon() > 0 ); + int iterNum { 0 }; + bool notDone { false }; + do { + flushAssignment(); + runAuctionPhase(); + iterNum++; + //std::cout << "Iteration " << iterNum << " completed. " << std::endl; + // result is d^q + double currentResult = getDistanceToQthPowerInternal(); + double denominator = currentResult - numBidders * oracle->getEpsilon(); + currentResult = pow(currentResult, 1.0 / wassersteinPower); + //std::cout << "Current result is " << currentResult << std::endl; + if ( denominator <= 0 ) { + //std::cout << "Epsilon is too big." << std::endl; + notDone = true; + } else { + denominator = pow(denominator, 1.0 / wassersteinPower); + double numerator = currentResult - denominator; + //std::cout << " numerator: " << numerator << " denominator: " << denominator << std::endl; + //std::cout << " error bound: " << numerator / denominator << std::endl; + // 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(); +} + +void AuctionRunnerJak::runAuctionPhase(void) +{ + //std::cout << "Entered runAuctionPhase" << std::endl; + //int numUnassignedBidders { 0 }; + + // at the beginning of a phase all bidders are unassigned + unassignedBidders.clear(); + unassignedBiddersIterators.clear(); + for(size_t bidderIdx = 0; bidderIdx < numBidders; ++bidderIdx) { + unassignedBidders.push_back(bidderIdx); + unassignedBiddersIterators.push_back( std::prev( unassignedBidders.end() )); + } + do { + // bidding phase + clearBidTable(); + for(const auto bidderIdx : unassignedBidders) { + submitBid(bidderIdx, oracle->getOptimalBid(bidderIdx)); + } + //std::cout << "Number of unassignedBidders: " << unassignedBidders.size() << std::endl; + + // assignment phase + // todo: maintain list of items that received a bid + for(auto itemIdx : itemsWithBids ) { + assignToBestBidder(itemIdx); + } + //std::cout << "Assignment phase done" << std::endl; + //sanityCheck(); + //printDebug(); + } while (unassignedBidders.size() > 0); + //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 + +} + +// assertion: the matching must be perfect +double AuctionRunnerJak::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] < items.size() ); + auto pB = items[biddersToItems[bIdx]]; + result += pow(distLp(pA, pB, internal_p), wassersteinPower); + } + wassersteinDistance = pow(result, 1.0 / wassersteinPower); + return result; +} + +double AuctionRunnerJak::getWassersteinDistance(void) +{ + runAuction(); + return wassersteinDistance; +} + +void AuctionRunnerJak::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 << "Good " << 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 AuctionRunnerJak::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 diff --git a/geom_matching/wasserstein/src/basic_defs.cpp b/geom_matching/wasserstein/src/basic_defs.cpp new file mode 100644 index 0000000..d228123 --- /dev/null +++ b/geom_matching/wasserstein/src/basic_defs.cpp @@ -0,0 +1,138 @@ +/* + +Copyright (c) 2015, 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 <algorithm> +#include <cfloat> +#include <set> +#include "basic_defs_ws.h" + +namespace geom_ws { +// Point + +bool Point::operator==(const Point& other) const +{ + return ((this->x == other.x) and (this->y == other.y)); +} + +bool Point::operator!=(const Point& other) const +{ + return !(*this == other); +} + +std::ostream& operator<<(std::ostream& output, const Point p) +{ + output << "(" << p.x << ", " << p.y << ")"; + return output; +} + +double sqrDist(const Point& a, const Point& b) +{ + return (a.x - b.x) * (a.x - b.x) + (a.y - b.y) * (a.y - b.y); +} + +double dist(const Point& a, const Point& b) +{ + return sqrt(sqrDist(a, b)); +} + +// DiagramPoint + +// compute l-inf distance between two diagram points +double distLInf(const DiagramPoint& a, const DiagramPoint& b) +{ + if (a.isDiagonal() and b.isDiagonal()) { + return 0.0; + } else { + return std::max(fabs(a.getRealX() - b.getRealX()), fabs(a.getRealY() - b.getRealY())); + } +} + +double distLp(const DiagramPoint& a, const DiagramPoint& b, const double p) +{ + // infinity: special case + if ( std::isinf(p) ) + return distLInf(a, b); + + // check p + assert( p >= 1.0 ); + + // avoid calling pow function + if ( p == 1.0 ) { + if ( a.isNormal() or b.isNormal() ) { + // distance between normal points is a usual l-inf distance + return fabs(a.getRealX() - b.getRealX()) + fabs(a.getRealY() - b.getRealY()); + } else + return 0.0; + } + + if ( a.isNormal() or b.isNormal() ) { + // distance between normal points is a usual l-inf distance + return std::pow(std::pow(fabs(a.getRealX() - b.getRealX()), p) + std::pow(fabs(a.getRealY() - b.getRealY()), p), 1.0/p ); + } else + return 0.0; +} + + +std::ostream& operator<<(std::ostream& output, const DiagramPoint p) +{ + if ( p.type == DiagramPoint::DIAG ) { + output << "(" << p.x << ", " << p.y << ", " << 0.5 * (p.x + p.y) << " DIAG )"; + } else { + output << "(" << p.x << ", " << p.y << ", " << " NORMAL)"; + } + return output; +} + + +DiagramPoint::DiagramPoint(double xx, double yy, Type ttype) : + x(xx), + y(yy), + type(ttype) +{ + //if ( yy < xx ) + //throw "Point is below the diagonal"; + //if ( yy == xx and ttype != DiagramPoint::DIAG) + //throw "Point on the main diagonal must have DIAG type"; +} + +double DiagramPoint::getRealX() const +{ + if (isNormal()) + return x; + else + return 0.5 * ( x + y); +} + +double DiagramPoint::getRealY() const +{ + if (isNormal()) + return y; + else + return 0.5 * ( x + y); +} + +} // end of namespace geom_ws diff --git a/geom_matching/wasserstein/src/wasserstein.cpp b/geom_matching/wasserstein/src/wasserstein.cpp new file mode 100644 index 0000000..5761f11 --- /dev/null +++ b/geom_matching/wasserstein/src/wasserstein.cpp @@ -0,0 +1,121 @@ +/* + +Copyright (c) 2015, 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 "def_debug.h" +#include "wasserstein.h" + +#ifdef GAUSS_SEIDEL_AUCTION +#include "auction_runner_gs.h" +#else +#include "auction_runner_jak.h" +#endif + +namespace geom_ws { + +double wassersteinDistVec(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) +{ + if (q < 1) { + std::cerr << "Wasserstein distance not defined for q = " << q << ", must be >= 1" << std::endl; + throw "Bad q in Wasserstein"; + } + if (delta < 0.0) { + std::cerr << "Relative error " << delta << ", must be > 0" << std::endl; + throw "Bad delta in Wasserstein"; + } + if (_initialEpsilon < 0.0) { + std::cerr << "Initial epsilon = " << _initialEpsilon << ", must be non-negative" << std::endl; + throw "Bad delta in Wasserstein"; + } + if (_epsFactor < 0.0) { + std::cerr << "Epsilon factor = " << _epsFactor << ", must be non-negative" << std::endl; + throw "Bad delta in Wasserstein"; + } +#ifdef GAUSS_SEIDEL_AUCTION + AuctionRunnerGS auction(A, B, q, delta, _internal_p, _initialEpsilon, _epsFactor); +#else + AuctionRunnerJak auction(A, B, q, delta, _internal_p); +#endif + return auction.getWassersteinDistance(); +} + +bool readDiagramPointSet(const std::string& fname, std::vector<std::pair<double, double>>& result) +{ + return readDiagramPointSet(fname.c_str(), result); +} + +bool readDiagramPointSet(const char* fname, std::vector<std::pair<double, double>>& result) +{ + size_t lineNumber { 0 }; + result.clear(); + std::ifstream f(fname); + if (!f.good()) { + std::cerr << "Cannot open file " << fname << std::endl; + return false; + } + std::string line; + while(std::getline(f, line)) { + lineNumber++; + // process comments: remove everything after hash + auto hashPos = line.find_first_of("#", 0); + if( std::string::npos != hashPos) { + line = std::string(line.begin(), line.begin() + hashPos); + } + if (line.empty()) { + continue; + } + // trim whitespaces + auto whiteSpaceFront = std::find_if_not(line.begin(),line.end(),isspace); + auto whiteSpaceBack = std::find_if_not(line.rbegin(),line.rend(),isspace).base(); + if (whiteSpaceBack <= whiteSpaceFront) { + // line consists of spaces only - move to the next line + continue; + } + line = std::string(whiteSpaceFront,whiteSpaceBack); + double x, y; + std::istringstream iss(line); + if (not(iss >> x >> y)) { + std::cerr << "Error in file " << fname << ", line number " << lineNumber << ": cannot parse \"" << line << "\"" << std::endl; + return false; + } + result.push_back(std::make_pair(x,y)); + } + f.close(); + return true; +} + +} // end of namespace geom_ws |