path: root/geom_matching/wasserstein/include/auction_oracle.h

/*

Copyright (c) 2015, M. Kerber, D. Morozov, A. Nigmetov
All rights reserved.

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#ifndef AUCTION_ORACLE_H
#define AUCTION_ORACLE_H


#define USE_BOOST_HEAP

#include <map>
#include <memory>
#include <set>
#include <list>

#ifdef USE_BOOST_HEAP
#include <boost/heap/d_ary_heap.hpp>
#endif

#include "basic_defs_ws.h"
#include "dnn/geometry/euclidean-fixed.h"
#include "dnn/local/kd-tree.h"

namespace geom_ws {

struct CompPairsBySecondStruct {
    bool operator()(const IdxValPair& a, const IdxValPair& b) const
    {
        return a.second < b.second;
    }
};

//
struct CompPairsBySecondGreaterStruct {
    bool operator()(const IdxValPair& a, const IdxValPair& b) const
    {
        return a.second > b.second;
    }
};

struct CompPairsBySecondLexStruct {
    bool operator()(const IdxValPair& a, const IdxValPair& b) const
    {
        return a.second < b.second or (a.second == b.second and a.first > b.first);
    }
};

struct CompPairsBySecondLexGreaterStruct {
    bool operator()(const IdxValPair& a, const IdxValPair& b) const
    {
        return a.second > b.second or (a.second == b.second and a.first > b.first);
    }
};

using ItemsTimePair = std::pair<IdxType, int>;

using UpdateList = std::list<ItemsTimePair>;
using UpdateListIter = UpdateList::iterator;


#ifdef USE_BOOST_HEAP
using LossesHeap = boost::heap::d_ary_heap<IdxValPair, boost::heap::arity<2>, boost::heap::mutable_<true>, boost::heap::compare<CompPairsBySecondGreaterStruct>>;
#else
template<class ComparisonStruct>
class IdxValHeap {
public:
    using InternalKeeper = std::set<IdxValPair, ComparisonStruct>;
    using handle_type = typename InternalKeeper::iterator;
    // methods
    handle_type push(const IdxValPair& val)
    {
        auto resPair = _heap.insert(val);
        assert(resPair.second);
        assert(resPair.first != _heap.end());
        return resPair.first;
    }

    void decrease(handle_type& handle, const IdxValPair& newVal)
    {
        _heap.erase(handle);
        handle = push(newVal);
    }

	void increase(handle_type& handle, const IdxValPair& newVal)
    {
        _heap.erase(handle);
        handle = push(newVal);

    size_t size() const
    {
        return _heap.size();
    }

    handle_type ordered_begin()
    {
        return _heap.begin();
    }

    handle_type ordered_end()
    {
        return _heap.end();
    }


private:
    std::set<IdxValPair, ComparisonStruct> _heap;
};

// if we store losses, the minimal value should come first
using LossesHeap = IdxValHeap<CompPairsBySecondLexStruct>;
#endif

struct DebugOptimalBid {
    DebugOptimalBid() : bestItemIdx(-1), bestItemValue(-666.666), secondBestItemIdx(-1), secondBestItemValue(-666.666) {};
    IdxType bestItemIdx;
    double bestItemValue;
    IdxType secondBestItemIdx;
    double secondBestItemValue;
};

struct AuctionOracleAbstract {
    AuctionOracleAbstract(const std::vector<DiagramPoint>& _bidders, const std::vector<DiagramPoint>& _items, const double _wassersteinPower, const double _internal_p = std::numeric_limits<double>::infinity());
    ~AuctionOracleAbstract() {}
    virtual IdxValPair getOptimalBid(const IdxType bidderIdx) = 0;
    virtual void setPrice(const IdxType itemsIdx, const double newPrice) = 0;
    virtual void adjustPrices(void) = 0;
    double getEpsilon() { return epsilon; };
    virtual void setEpsilon(double newEpsilon) { assert(newEpsilon >= 0.0); epsilon = newEpsilon; };
    std::vector<double> getPrices() { return prices; }
protected:
    const std::vector<DiagramPoint>& bidders;
    const std::vector<DiagramPoint>& items;
    std::vector<double> prices;
    double wassersteinPower;
    double epsilon;
    double internal_p;
    double getValueForBidder(size_t bidderIdx, size_t itemsIdx);
};

struct AuctionOracleLazyHeap final : AuctionOracleAbstract {
    AuctionOracleLazyHeap(const std::vector<DiagramPoint>& bidders, const std::vector<DiagramPoint>& items, const double wassersteinPower, const double _internal_p = std::numeric_limits<double>::infinity());
    ~AuctionOracleLazyHeap();
    // data members
    // temporarily make everything public
    std::vector<std::vector<double>> weightMatrix;
    //double weightAdjConst;
    double maxVal;
    // vector of heaps to find the best items
    std::vector<LossesHeap*> lossesHeap;
    std::vector<std::vector<LossesHeap::handle_type>> lossesHeapHandles;
    // methods
    void fillInLossesHeap(void);
    void setPrice(const IdxType itemsIdx, const double newPrice) override final;
    IdxValPair getOptimalBid(const IdxType bidderIdx) override final;
    double getMatchingWeight(const std::vector<IdxType>& biddersToItems) const;
    void adjustPrices(void) override final;
    // to update the queue in lazy fashion
    std::vector<UpdateListIter> itemsIterators;
    UpdateList updateList;
    std::vector<int> biddersUpdateMoments;
    int updateCounter;
    void updateQueueForBidder(const IdxType bidderIdx);
    // debug
    DebugOptimalBid getOptimalBidDebug(const IdxType bidderIdx);
};

struct AuctionOracleLazyHeapRestricted final : AuctionOracleAbstract {
     AuctionOracleLazyHeapRestricted(const std::vector<DiagramPoint>& bidders, const std::vector<DiagramPoint>& items, const double wassersteinPower, const double _internal_p = std::numeric_limits<double>::infinity());
    ~AuctionOracleLazyHeapRestricted();
    // data members
    // temporarily make everything public
    std::vector<std::vector<double>> weightMatrix;
    //double weightAdjConst;
    double maxVal;
    // vector of heaps to find the best items
    std::vector<LossesHeap*> lossesHeap;
    std::vector<std::vector<size_t>> itemsIndicesForHeapHandles;
    std::vector<std::vector<LossesHeap::handle_type>> lossesHeapHandles;
    // methods
    void fillInLossesHeap(void);
    void setPrice(const IdxType itemsIdx, const double newPrice) override final;
    IdxValPair getOptimalBid(const IdxType bidderIdx) override final;
    double getMatchingWeight(const std::vector<IdxType>& biddersToItems) const;
    void adjustPrices(void) override final;
    // to update the queue in lazy fashion
    std::vector<UpdateListIter> itemsIterators;
    UpdateList updateList;
    std::vector<int> biddersUpdateMoments;
    int updateCounter;
    void updateQueueForBidder(const IdxType bidderIdx);
    LossesHeap diagItemsHeap;
    std::vector<LossesHeap::handle_type> diagHeapHandles;
    std::vector<size_t> heapHandlesIndices;
    // debug

    DebugOptimalBid getOptimalBidDebug(const IdxType bidderIdx);

    // for diagonal points
    bool bestDiagonalItemsComputed;
    size_t bestDiagonalItemIdx;
    double bestDiagonalItemValue;
    size_t secondBestDiagonalItemIdx;
    double secondBestDiagonalItemValue;
};

struct AuctionOracleKDTree final : AuctionOracleAbstract {
    typedef dnn::Point<2, double> DnnPoint;
    typedef dnn::PointTraits<DnnPoint> DnnTraits;

    AuctionOracleKDTree(const std::vector<DiagramPoint>& bidders, const std::vector<DiagramPoint>& items, const double wassersteinPower, const double _internal_p = std::numeric_limits<double>::infinity());
    ~AuctionOracleKDTree();
    // data members
    // temporarily make everything public
    double maxVal;
    double weightAdjConst;
    dnn::KDTree<DnnTraits>* kdtree;
    std::vector<DnnPoint> dnnPoints;
    std::vector<DnnPoint*> dnnPointHandles;
    dnn::KDTree<DnnTraits>* kdtreeAll;
    std::vector<DnnPoint> dnnPointsAll;
    std::vector<DnnPoint*> dnnPointHandlesAll;
    LossesHeap diagItemsHeap;
    std::vector<LossesHeap::handle_type> diagHeapHandles;
    std::vector<size_t> heapHandlesIndices;
    std::vector<size_t> kdtreeItems;
    // vector of heaps to find the best items
    void setPrice(const IdxType itemsIdx, const double newPrice) override final;
    IdxValPair getOptimalBid(const IdxType bidderIdx) override final;
    void adjustPrices(void) override final;
    // debug routines
    DebugOptimalBid getOptimalBidDebug(IdxType bidderIdx);
    void setEpsilon(double newVal) override final;
};

struct AuctionOracleKDTreeRestricted final : AuctionOracleAbstract {
    typedef dnn::Point<2, double> DnnPoint;
    typedef dnn::PointTraits<DnnPoint> DnnTraits;

    AuctionOracleKDTreeRestricted(const std::vector<DiagramPoint>& bidders, const std::vector<DiagramPoint>& items, const double wassersteinPower, const double _internal_p = std::numeric_limits<double>::infinity());
    ~AuctionOracleKDTreeRestricted();
    // data members
    // temporarily make everything public
    double maxVal;
    double weightAdjConst;
    dnn::KDTree<DnnTraits>* kdtree;
    std::vector<DnnPoint> dnnPoints;
    std::vector<DnnPoint*> dnnPointHandles;
    std::vector<DnnPoint> dnnPointsAll;
    std::vector<DnnPoint*> dnnPointHandlesAll;
    LossesHeap diagItemsHeap;
    std::vector<LossesHeap::handle_type> diagHeapHandles;
    std::vector<size_t> heapHandlesIndices;
    std::vector<size_t> kdtreeItems;
    // vector of heaps to find the best items
    void setPrice(const IdxType itemsIdx, const double newPrice) override final;
    IdxValPair getOptimalBid(const IdxType bidderIdx) override final;
    void adjustPrices(void) override final;
    // debug routines
    DebugOptimalBid getOptimalBidDebug(IdxType bidderIdx);
    void setEpsilon(double newVal) override final;


    bool bestDiagonalItemsComputed;
    size_t bestDiagonalItemIdx;
    double bestDiagonalItemValue;
    size_t secondBestDiagonalItemIdx;
    double secondBestDiagonalItemValue;
};

struct AuctionOracleRestricted final : AuctionOracleAbstract {
    AuctionOracleRestricted(const std::vector<DiagramPoint>& bidders, const std::vector<DiagramPoint>& items, const double wassersteinPower, const double _internal_p = std::numeric_limits<double>::infinity());
    IdxValPair getOptimalBid(const IdxType bidderIdx) override;
    void setPrice(const IdxType itemsIdx, const double newPrice) override;
    void adjustPrices(void) override {};
    void setEpsilon(double newEpsilon) override { assert(newEpsilon >= 0.0); epsilon = newEpsilon; };
    // data
    std::vector<std::vector<double>> weightMatrix;
    double maxVal;
    constexpr static bool isRestricted = true;
};

std::ostream& operator<< (std::ostream& output, const DebugOptimalBid& db);

} // end of namespace geom_ws

#endif