/* 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 #include #include #include #include #include #include "def_debug_ws.h" #include "auction_runner_gs.h" #include "wasserstein.h" #ifdef FOR_R_TDA #include "Rcpp.h" #endif //#define PRINT_DETAILED_TIMING namespace geom_ws { // ***************************** // AuctionRunnerGS // ***************************** AuctionRunnerGS::AuctionRunnerGS(const std::vector& A, const std::vector& 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(new AuctionOracle(bidders, items, wassersteinPower, internal_p)); } void AuctionRunnerGS::assignItemToBidder(IdxType itemIdx, IdxType bidderIdx) { numRounds++; //sanityCheck(); // only unassigned bidders should submit bids and get items assert(biddersToItems[bidderIdx] == -1); IdxType oldItemOwner = itemsToBidders[itemIdx]; // set new owner biddersToItems[bidderIdx] = itemIdx; itemsToBidders[itemIdx] = bidderIdx; // remove bidder from the list of unassigned bidders #ifdef KEEP_UNASSIGNED_ORDERED unassignedBidders.erase(std::make_pair(bidderIdx, bidders[bidderIdx])); #else unassignedBidders.erase(bidderIdx); #endif // old owner becomes unassigned if (oldItemOwner != -1) { biddersToItems[oldItemOwner] = -1; #ifdef KEEP_UNASSIGNED_ORDERED unassignedBidders.insert(std::make_pair(oldItemOwner, bidders[oldItemOwner])); #else unassignedBidders.insert(oldItemOwner); #endif } } void AuctionRunnerGS::flushAssignment(void) { for(auto& b2i : biddersToItems) { b2i = -1; } for(auto& i2b : itemsToBidders) { i2b = -1; } // we must flush assignment only after we got perfect matching assert(unassignedBidders.empty()); // all bidders become unassigned for(size_t bidderIdx = 0; bidderIdx < numBidders; ++bidderIdx) { #ifdef KEEP_UNASSIGNED_ORDERED unassignedBidders.insert(std::make_pair(bidderIdx, bidders[bidderIdx])); #else unassignedBidders.insert(bidderIdx); #endif } assert(unassignedBidders.size() == bidders.size()); oracle->adjustPrices(); } void AuctionRunnerGS::runAuction(void) { relativeError = std::numeric_limits::max(); #ifdef PRINT_DETAILED_TIMING std::chrono::high_resolution_clock hrClock; std::chrono::time_point startMoment; startMoment = hrClock.now(); std::vector iterResults; std::vector iterEstRelErrors; std::vector> iterTimes; #endif // choose some initial epsilon if (initialEpsilon == 0.0) oracle->setEpsilon(oracle->maxVal / 4.0); else oracle->setEpsilon(initialEpsilon); assert( oracle->getEpsilon() > 0 ); int iterNum { 0 }; bool notDone { false }; double currentResult; do { flushAssignment(); runAuctionPhase(); iterNum++; //std::cout << "Iteration " << iterNum << " completed. " << std::endl; // result is d^q currentResult = getDistanceToQthPowerInternal(); double denominator = currentResult - numBidders * oracle->getEpsilon(); currentResult = pow(currentResult, 1.0 / wassersteinPower); #ifdef PRINT_DETAILED_TIMING #ifndef FOR_R_TDA iterResults.push_back(currentResult); iterTimes.push_back(hrClock.now()); std::cout << "Iteration " << iterNum << " finished. "; std::cout << "Current result is " << currentResult << ", epsilon = " << oracle->getEpsilon() << std::endl; std::cout << "Number of rounds (cumulative): " << numRounds << std::endl; #endif #endif if ( denominator <= 0 ) { //std::cout << "Epsilon is too big." << std::endl; notDone = true; } else { denominator = pow(denominator, 1.0 / wassersteinPower); double numerator = currentResult - denominator; #ifdef PRINT_DETAILED_TIMING #ifndef FOR_R_TDA std::cout << " numerator: " << numerator << " denominator: " << denominator; std::cout << "; error bound: " << numerator / denominator << std::endl; #endif #endif relativeError = numerator / denominator; // if relative error is greater than delta, continue notDone = ( numerator / denominator > delta ); } // decrease epsilon for the next iteration oracle->setEpsilon( oracle->getEpsilon() / epsilonCommonRatio ); if (iterNum > maxIterNum) { #ifndef FOR_R_TDA std::cerr << "Maximum iteration number exceeded, exiting. Current result is:"; std::cerr << wassersteinDistance << std::endl; #endif throw std::runtime_error("Maximum iteration number exceeded"); } } while ( notDone ); //printMatching(); #ifdef PRINT_DETAILED_TIMING #ifndef FOR_R_TDA for(size_t iterIdx = 0; iterIdx < iterResults.size(); ++iterIdx) { double trueRelError = ( iterResults.at(iterIdx) - currentResult ) / currentResult; auto iterCumulativeTime = iterTimes.at(iterIdx) - startMoment; std::chrono::duration iterTime = ( iterIdx > 0) ? iterTimes[iterIdx] - iterTimes[iterIdx - 1] : iterTimes[iterIdx] - startMoment; std::cout << "iteration " << iterIdx << ", true rel. error " << trueRelError << ", elapsed time " << std::chrono::duration(iterCumulativeTime).count() << ", iteration time " << iterTime.count() << std::endl; } #endif #endif } void AuctionRunnerGS::runAuctionPhase(void) { //std::cout << "Entered runAuctionPhase" << std::endl; do { #ifdef KEEP_UNASSIGNED_ORDERED size_t bidderIdx = unassignedBidders.begin()->first; #else size_t bidderIdx = *unassignedBidders.begin(); #endif auto optimalBid = oracle->getOptimalBid(bidderIdx); auto optimalItemIdx = optimalBid.first; auto bidValue = optimalBid.second; assignItemToBidder(optimalBid.first, bidderIdx); oracle->setPrice(optimalItemIdx, bidValue); //printDebug(); #ifdef FOR_R_TDA if ( numRounds % 10000 == 0 ) { Rcpp::checkUserInterrupt(); } #endif } while (not unassignedBidders.empty()); //std::cout << "runAuctionPhase finished" << std::endl; #ifdef DEBUG_AUCTION for(size_t bidderIdx = 0; bidderIdx < numBidders; ++bidderIdx) { if ( biddersToItems[bidderIdx] < 0) { #ifndef FOR_R_TDA std::cerr << "After auction terminated bidder " << bidderIdx; std::cerr << " has no items assigned" << std::endl; #endif throw std::runtime_error("Auction did not give a perfect matching"); } } #endif } double AuctionRunnerGS::getDistanceToQthPowerInternal(void) { sanityCheck(); double result = 0.0; //std::cout << "-------------------------------------------------------------------------\n"; for(size_t bIdx = 0; bIdx < numBidders; ++bIdx) { auto pA = bidders[bIdx]; assert( 0 <= biddersToItems[bIdx] and biddersToItems[bIdx] < static_cast(items.size()) ); auto pB = items[biddersToItems[bIdx]]; //std::cout << "pA = " << pA << ", pB = " << pB << ", pow(distLp(pA, pB, internal_p), wassersteinPower) = " << pow(distLp(pA, pB, internal_p), wassersteinPower) << ", dist = " << distLp(pA, pB, internal_p) << std::endl; result += pow(distLp(pA, pB, internal_p), wassersteinPower); } //std::cout << "-------------------------------------------------------------------------\n"; wassersteinCost = result; wassersteinDistance = pow(result, 1.0 / wassersteinPower); return result; } double AuctionRunnerGS::getWassersteinDistance(void) { runAuction(); return wassersteinDistance; } double AuctionRunnerGS::getWassersteinCost(void) { runAuction(); return wassersteinCost; } // Debug routines void AuctionRunnerGS::printDebug(void) { #ifdef DEBUG_AUCTION #ifndef FOR_R_TDA sanityCheck(); std::cout << "**********************" << std::endl; std::cout << "Current assignment:" << std::endl; for(size_t idx = 0; idx < biddersToItems.size(); ++idx) { std::cout << idx << " <--> " << biddersToItems[idx] << std::endl; } std::cout << "Weights: " << std::endl; //for(size_t i = 0; i < numBidders; ++i) { //for(size_t j = 0; j < numItems; ++j) { //std::cout << oracle->weightMatrix[i][j] << " "; //} //std::cout << std::endl; //} std::cout << "Prices: " << std::endl; for(const auto price : oracle->getPrices()) { std::cout << price << std::endl; } std::cout << "**********************" << std::endl; #endif #endif } void AuctionRunnerGS::sanityCheck(void) { #ifdef DEBUG_AUCTION if (biddersToItems.size() != numBidders) { #ifndef FOR_R_TDA std::cerr << "Wrong size of biddersToItems, must be " << numBidders << ", is " << biddersToItems.size() << std::endl; #endif throw std::runtime_error("Wrong size of biddersToItems"); } if (itemsToBidders.size() != numBidders) { #ifndef FOR_R_TDA std::cerr << "Wrong size of itemsToBidders, must be " << numBidders << ", is " << itemsToBidders.size() << std::endl; #endif throw std::runtime_error("Wrong size of itemsToBidders"); } for(size_t bidderIdx = 0; bidderIdx < numBidders; ++bidderIdx) { if ( biddersToItems[bidderIdx] >= 0) { if ( std::count(biddersToItems.begin(), biddersToItems.end(), biddersToItems[bidderIdx]) > 1 ) { #ifndef FOR_R_TDA std::cerr << "Item " << biddersToItems[bidderIdx]; std::cerr << " appears in biddersToItems more than once" << std::endl; #endif throw std::runtime_error("Duplicate in biddersToItems"); } if (itemsToBidders.at(biddersToItems[bidderIdx]) != static_cast(bidderIdx)) { #ifndef FOR_R_TDA std::cerr << "Inconsitency: bidderIdx = " << bidderIdx; std::cerr << ", itemIdx in biddersToItems = "; std::cerr << biddersToItems[bidderIdx]; std::cerr << ", bidderIdx in itemsToBidders = "; std::cerr << itemsToBidders[biddersToItems[bidderIdx]] << std::endl; #endif throw std::runtime_error("inconsistent mapping"); } } } for(IdxType itemIdx = 0; itemIdx < static_cast(numBidders); ++itemIdx) { if ( itemsToBidders[itemIdx] >= 0) { // check for uniqueness if ( std::count(itemsToBidders.begin(), itemsToBidders.end(), itemsToBidders[itemIdx]) > 1 ) { #ifndef FOR_R_TDA std::cerr << "Bidder " << itemsToBidders[itemIdx]; std::cerr << " appears in itemsToBidders more than once" << std::endl; #endif throw std::runtime_error("Duplicate in itemsToBidders"); } // check for consistency if (biddersToItems.at(itemsToBidders[itemIdx]) != static_cast(itemIdx)) { #ifndef FOR_R_TDA std::cerr << "Inconsitency: itemIdx = " << itemIdx; std::cerr << ", bidderIdx in itemsToBidders = "; std::cerr << itemsToBidders[itemIdx]; std::cerr << ", itemIdx in biddersToItems= "; std::cerr << biddersToItems[itemsToBidders[itemIdx]] << std::endl; #endif throw std::runtime_error("inconsistent mapping"); } } } #endif } void AuctionRunnerGS::printMatching(void) { //#ifdef DEBUG_AUCTION #ifndef FOR_R_TDA sanityCheck(); for(size_t bIdx = 0; bIdx < biddersToItems.size(); ++bIdx) { if (biddersToItems[bIdx] >= 0) { auto pA = bidders[bIdx]; auto pB = items[biddersToItems[bIdx]]; std::cout << pA << " <-> " << pB << "+" << pow(distLp(pA, pB, internal_p), wassersteinPower) << std::endl; } else { assert(false); } } #endif //#endif } } // end of namespace geom_ws