path: root/geom_matching/wasserstein/include/auction_runner_gs.hpp

/*

Copyright (c) 2016, M. Kerber, D. Morozov, A. Nigmetov
All rights reserved.

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#include <assert.h>
#include <stdexcept>
#include <algorithm>
#include <functional>
#include <iterator>
#include <chrono>
#include <numeric>

#include "def_debug_ws.h"

#define PRINT_DETAILED_TIMING

#ifdef FOR_R_TDA
#include "Rcpp.h"
#undef DEBUG_AUCTION
#endif


namespace hera {
namespace ws {

// *****************************
// AuctionRunnerGS
// *****************************

template<class R, class AO, class PC>
AuctionRunnerGS<R, AO, PC>::AuctionRunnerGS(const PC& A,
                                        const PC& B,
                                        const AuctionParams<Real>& params,
                                        const std::string& _log_filename_prefix) :
    bidders(A),
    items(B),
    num_bidders(A.size()),
    num_items(B.size()),
    items_to_bidders(B.size(), k_invalid_index),
    bidders_to_items(A.size(), k_invalid_index),
    wasserstein_power(params.wasserstein_power),
    delta(params.delta),
    internal_p(params.internal_p),
    initial_epsilon(params.initial_epsilon),
    epsilon_common_ratio(params.epsilon_common_ratio == 0.0 ? 5.0 : params.epsilon_common_ratio),
    max_num_phases(params.max_num_phases),
    dimension(params.dim),
    oracle(bidders, items, params)
#ifdef LOG_AUCTION
    , total_items_persistence(std::accumulate(items.begin(),
                                            items.end(),
                                            R(0.0),
                                            [params](const Real& ps, const DgmPoint& item)
                                                { return ps + std::pow(item.persistence_lp(params.internal_p), params.wasserstein_power); }
                                           ))

    , total_bidders_persistence(std::accumulate(bidders.begin(),
                                              bidders.end(),
                                              R(0.0),
                                              [params](const Real& ps, const DgmPoint& bidder)
                                                  { return ps + std::pow(bidder.persistence_lp(params.internal_p), params.wasserstein_power); }
                                             ))
    , partial_cost(0.0)
    , unassigned_bidders_persistence(0.0)
    , unassigned_items_persistence(0.0)
#endif

{
    assert(initial_epsilon >= 0.0 );
    assert(epsilon_common_ratio >= 0.0 );
    assert(A.size() == B.size());
#ifdef LOG_AUCTION

    unassigned_items_persistence = total_items_persistence;
    unassigned_bidders_persistence = total_bidders_persistence;

    console_logger = spdlog::get("console");
    if (not console_logger) {
        console_logger = spdlog::stdout_logger_st("console");
    }
    console_logger->set_pattern("[%H:%M:%S.%e] %v");
    console_logger->debug("Gauss-Seidel, num_bidders = {0}", num_bidders);

    plot_logger = spdlog::get("plot_logger");
    if (not plot_logger) {
        plot_logger = spdlog::basic_logger_st("plot_logger", "plot_logger.txt");
        plot_logger->info("New plot starts here");
        plot_logger->set_pattern("%v");
    }
#endif

}

#ifdef LOG_AUCTION
template<class R, class AO, class PC>
void AuctionRunnerGS<R, AO, PC>::enable_logging(const char* log_filename, const size_t _max_unassigned_to_log)
{
    log_auction = true;
    max_unassigned_to_log = _max_unassigned_to_log;

    auto log = spdlog::basic_logger_st(logger_name, log_filename);
    log->set_pattern("%v");
}
#endif

template<class R, class AO, class PC>
void AuctionRunnerGS<R, AO, PC>::assign_item_to_bidder(IdxType item_idx, IdxType bidder_idx)
{
    num_rounds++;
    sanity_check();
    // only unassigned bidders should submit bids and get items
    assert(bidders_to_items[bidder_idx] == k_invalid_index);
    IdxType old_item_owner = items_to_bidders[item_idx];

    // set new owner
    bidders_to_items[bidder_idx] = item_idx;
    items_to_bidders[item_idx] = bidder_idx;
    // remove bidder from the list of unassigned bidders
    unassigned_bidders.erase(bidder_idx);

    // old owner becomes unassigned
    if (old_item_owner != k_invalid_index) {
        bidders_to_items[old_item_owner] = k_invalid_index;
        unassigned_bidders.insert(old_item_owner);
    }


#ifdef LOG_AUCTION

    partial_cost += get_item_bidder_cost(item_idx, bidder_idx, true);
    partial_cost -= get_item_bidder_cost(item_idx, old_item_owner, true);

    unassigned_items.erase(item_idx);

    unassigned_bidders_persistence -= std::pow(bidders[bidder_idx].persistence_lp(internal_p), wasserstein_power);

    if (old_item_owner != k_invalid_index) {
        // item has been assigned to some other bidder,
        // and he became unassigned
        unassigned_bidders_persistence += std::pow(bidders[old_item_owner].persistence_lp(internal_p), wasserstein_power);
    } else {
        // item was unassigned before
        unassigned_items_persistence -= std::pow(items[item_idx].persistence_lp(internal_p), wasserstein_power);
    }

    if (log_auction)
        plot_logger->info("{0} {1} {2} {3} {4} {5} {6} {7} {8} {9}",
                          num_phase,
                          num_rounds,
                          unassigned_bidders.size(),
                          unassigned_items_persistence,
                          unassigned_bidders_persistence,
                          unassigned_items_persistence + unassigned_bidders_persistence,
                          partial_cost,
                          total_bidders_persistence,
                          total_items_persistence,
                          oracle.get_epsilon()
                          );


    if (log_auction and unassigned_bidders.size() <= max_unassigned_to_log) {
        auto logger = spdlog::get(logger_name);
        if (logger) {
            auto item = items[item_idx];
            auto bidder = bidders[bidder_idx];
            logger->info("{0} # ({1}, {2}) # ({3}, {4}) # {5} # {6} # {7}",
                         num_rounds,
                         item.getRealX(),
                         item.getRealY(),
                         bidder.getRealX(),
                         bidder.getRealY(),
                         format_point_set_to_log(unassigned_bidders, bidders),
                         format_point_set_to_log(unassigned_items, items),
                         oracle.get_epsilon());
        }
    }
#endif
}


template<class R, class AO, class PC>
void AuctionRunnerGS<R, AO, PC>::flush_assignment()
{
    for(auto& b2i : bidders_to_items) {
        b2i = k_invalid_index;
    }
    for(auto& i2b : items_to_bidders) {
        i2b = k_invalid_index;
    }
    // we must flush assignment only after we got perfect matching
    assert(unassigned_bidders.empty());
    // all bidders become unassigned
    for(size_t bidder_idx = 0; bidder_idx < num_bidders; ++bidder_idx) {
        unassigned_bidders.insert(bidder_idx);
    }
    assert(unassigned_bidders.size() == bidders.size());

#ifdef LOG_AUCTION
    partial_cost = 0.0;
    unassigned_bidders_persistence = total_bidders_persistence;
    unassigned_items_persistence = total_items_persistence;

    for(size_t item_idx = 0; item_idx < items.size(); ++item_idx) {
        unassigned_items.insert(item_idx);
    }
#endif

    oracle.adjust_prices();
}


template<class R, class AO, class PC>
void AuctionRunnerGS<R, AO, PC>::run_auction_phases(const int max_num_phases, const Real _initial_epsilon)
{
    relative_error = std::numeric_limits<Real>::max();
    // choose some initial epsilon
    oracle.set_epsilon(_initial_epsilon);
    assert( oracle.get_epsilon() > 0 );
    for(int phase_num = 0; phase_num < max_num_phases; ++phase_num) {
        flush_assignment();
        run_auction_phase();
        Real current_result = getDistanceToQthPowerInternal();
        Real denominator = current_result - num_bidders * oracle.get_epsilon();
        current_result = pow(current_result, 1.0 / wasserstein_power);
#ifdef LOG_AUCTION
        console_logger->info("Phase {0} done, num_rounds (cumulative) = {1}, current_result = {2}, epsilon = {3}",
                              phase_num, format_int(num_rounds), current_result,
                              oracle.get_epsilon());
#endif
        if ( denominator <= 0 ) {
#ifdef LOG_AUCTION
            console_logger->info("Epsilon is too large");
#endif
        } else {
            denominator = pow(denominator, 1.0 / wasserstein_power);
            Real numerator = current_result - denominator;
            relative_error = numerator / denominator;
#ifdef LOG_AUCTION
            console_logger->info("error = {0} / {1} = {2}",
                    numerator, denominator, relative_error);
#endif
            if (relative_error <= delta) {
                break;
            }
        }
        // decrease epsilon for the next iteration
        oracle.set_epsilon( oracle.get_epsilon() / epsilon_common_ratio );
    }
}


template<class R, class AO, class PC>
void AuctionRunnerGS<R, AO, PC>::run_auction()
{

    if (num_bidders == 1) {
            assign_item_to_bidder(0, 0);
            wasserstein_cost = get_item_bidder_cost(0,0);
            return;
    }

    double init_eps = ( initial_epsilon > 0.0 ) ? initial_epsilon : oracle.max_val_ / 4.0 ;
    run_auction_phases(max_num_phases, init_eps);
    is_distance_computed = true;
    if (relative_error > delta) {
#ifndef FOR_R_TDA
            std::cerr << "Maximum iteration number exceeded, exiting. Current result is: ";
            std::cerr << pow(wasserstein_cost, 1.0/wasserstein_power) << std::endl;
#endif
            throw std::runtime_error("Maximum iteration number exceeded");
    }
}


template<class R, class AO, class PC>
void AuctionRunnerGS<R, AO, PC>::run_auction_phase()
{
    num_phase++;
    //std::cout << "Entered run_auction_phase" << std::endl;
    do {
        size_t bidder_idx = *unassigned_bidders.begin();
        auto optimal_bid = oracle.get_optimal_bid(bidder_idx);
        auto optimal_item_idx = optimal_bid.first;
        auto bid_value = optimal_bid.second;
        assign_item_to_bidder(optimal_bid.first, bidder_idx);
        oracle.set_price(optimal_item_idx, bid_value);
        //print_debug();
#ifdef FOR_R_TDA
        if ( num_rounds % 10000 == 0 ) {
            Rcpp::check_user_interrupt();
        }
#endif
    } while (not unassigned_bidders.empty());
    //std::cout << "run_auction_phase finished" << std::endl;

#ifdef DEBUG_AUCTION
    for(size_t bidder_idx = 0; bidder_idx < num_bidders; ++bidder_idx) {
        if ( bidders_to_items[bidder_idx] < 0 or bidders_to_items[bidder_idx] >= num_bidders) {
            std::cerr << "After auction terminated bidder " << bidder_idx;
            std::cerr << " has no items assigned" << std::endl;
            throw std::runtime_error("Auction did not give a perfect matching");
        }
    }
#endif

}

template<class R, class AO, class PC>
R AuctionRunnerGS<R, AO, PC>::get_item_bidder_cost(const size_t item_idx, const size_t bidder_idx, const bool tolerate_invalid_idx) const
{
    if (item_idx != k_invalid_index and bidder_idx != k_invalid_index) {
        return std::pow(dist_lp(bidders[bidder_idx], items[item_idx], internal_p, dimension),
                        wasserstein_power);
    } else {
        if (tolerate_invalid_idx)
            return R(0.0);
        else
            throw std::runtime_error("Invalid idx in get_item_bidder_cost, item_idx = " + std::to_string(item_idx) + ", bidder_idx = " + std::to_string(bidder_idx));
    }
}

template<class R, class AO, class PC>
R AuctionRunnerGS<R, AO, PC>::getDistanceToQthPowerInternal()
{
    sanity_check();
    Real result = 0.0;
    //std::cout << "-------------------------------------------------------------------------\n";
    for(size_t bIdx = 0; bIdx < num_bidders; ++bIdx) {
        result += get_item_bidder_cost(bidders_to_items[bIdx], bIdx);
    }
    //std::cout << "-------------------------------------------------------------------------\n";
    wasserstein_cost = result;
    return result;
}

template<class R, class AO, class PC>
R AuctionRunnerGS<R, AO, PC>::get_wasserstein_distance()
{
    assert(is_distance_computed);
    return pow(get_wasserstein_cost(), 1.0/wasserstein_power);
}

template<class R, class AO, class PC>
R AuctionRunnerGS<R, AO, PC>::get_wasserstein_cost()
{
    assert(is_distance_computed);
    return wasserstein_cost;
}



// Debug routines

template<class R, class AO, class PC>
void AuctionRunnerGS<R, AO, PC>::print_debug()
{
#ifdef DEBUG_AUCTION
    sanity_check();
    std::cout << "**********************" << std::endl;
    std::cout << "Current assignment:" << std::endl;
    for(size_t idx = 0; idx < bidders_to_items.size(); ++idx) {
        std::cout << idx << " <--> " << bidders_to_items[idx] << std::endl;
    }
    std::cout << "Weights: " << std::endl;
    //for(size_t i = 0; i < num_bidders; ++i) {
        //for(size_t j = 0; j < num_items; ++j) {
            //std::cout << oracle.weight_matrix[i][j] << " ";
        //}
        //std::cout << std::endl;
    //}
    std::cout << "Prices: " << std::endl;
    for(const auto price : oracle.get_prices()) {
        std::cout << price << std::endl;
    }
    std::cout << "**********************" << std::endl;
#endif
}


template<class R, class AO, class PC>
void AuctionRunnerGS<R, AO, PC>::sanity_check()
{
#ifdef DEBUG_AUCTION
    if (bidders_to_items.size() != num_bidders) {
        std::cerr << "Wrong size of bidders_to_items, must be " << num_bidders << ", is " << bidders_to_items.size() << std::endl;
        throw std::runtime_error("Wrong size of bidders_to_items");
    }

    if (items_to_bidders.size() != num_bidders) {
        std::cerr << "Wrong size of items_to_bidders, must be " << num_bidders << ", is " << items_to_bidders.size() << std::endl;
        throw std::runtime_error("Wrong size of items_to_bidders");
    }

    for(size_t bidder_idx = 0; bidder_idx < num_bidders; ++bidder_idx) {
        assert( bidders_to_items[bidder_idx] == k_invalid_index or ( bidders_to_items[bidder_idx] < num_items and bidders_to_items[bidder_idx] >= 0));

        if ( bidders_to_items[bidder_idx] != k_invalid_index) {

            if ( std::count(bidders_to_items.begin(),
                        bidders_to_items.end(),
                        bidders_to_items[bidder_idx]) > 1 ) {
                std::cerr << "Item " << bidders_to_items[bidder_idx];
                std::cerr << " appears in bidders_to_items more than once" << std::endl;
                throw std::runtime_error("Duplicate in bidders_to_items");
            }

            if (items_to_bidders.at(bidders_to_items[bidder_idx]) != static_cast<int>(bidder_idx)) {
                std::cerr << "Inconsitency: bidder_idx = " << bidder_idx;
                std::cerr << ", item_idx in bidders_to_items = ";
                std::cerr << bidders_to_items[bidder_idx];
                std::cerr << ", bidder_idx in items_to_bidders = ";
                std::cerr << items_to_bidders[bidders_to_items[bidder_idx]] << std::endl;
                throw std::runtime_error("inconsistent mapping");
            }
        }
    }

    for(IdxType item_idx = 0; item_idx < static_cast<IdxType>(num_bidders); ++item_idx) {
        assert( items_to_bidders[item_idx] == k_invalid_index or ( items_to_bidders[item_idx] < num_items and items_to_bidders[item_idx] >= 0));
        if ( items_to_bidders.at(item_idx) != k_invalid_index) {

            // check for uniqueness
            if ( std::count(items_to_bidders.begin(),
                        items_to_bidders.end(),
                        items_to_bidders[item_idx]) > 1 ) {
                std::cerr << "Bidder " << items_to_bidders[item_idx];
                std::cerr << " appears in items_to_bidders more than once" << std::endl;
                throw std::runtime_error("Duplicate in items_to_bidders");
            }
            // check for consistency
            if (bidders_to_items.at(items_to_bidders.at(item_idx)) != static_cast<int>(item_idx)) {
                std::cerr << "Inconsitency: item_idx = " << item_idx;
                std::cerr << ", bidder_idx in items_to_bidders = ";
                std::cerr << items_to_bidders[item_idx];
                std::cerr << ", item_idx in bidders_to_items= ";
                std::cerr << bidders_to_items[items_to_bidders[item_idx]] << std::endl;
                throw std::runtime_error("inconsistent mapping");
            }
        }
    }
#endif
}

template<class R, class AO, class PC>
void AuctionRunnerGS<R, AO, PC>::print_matching()
{
#ifdef DEBUG_AUCTION
    sanity_check();
    for(size_t bIdx = 0; bIdx < bidders_to_items.size(); ++bIdx) {
        if (bidders_to_items[bIdx] != k_invalid_index) {
            auto pA = bidders[bIdx];
            auto pB = items[bidders_to_items[bIdx]];
            std::cout <<  pA << " <-> " << pB << "+" << pow(dist_lp(pA, pB, internal_p, dimension), wasserstein_power) << std::endl;
        } else {
            assert(false);
        }
    }
#endif
}

} // ws
} // hera