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/*
Copyright (c) 2016, M. Kerber, D. Morozov, A. Nigmetov
All rights reserved.
Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met:
1. Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer.
2. Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution.
3. Neither the name of the copyright holder nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
You are under no obligation whatsoever to provide any bug fixes, patches, or
upgrades to the features, functionality or performance of the source code
(Enhancements) to anyone; however, if you choose to make your Enhancements
available either publicly, or directly to copyright holder,
without imposing a separate written license agreement for such Enhancements,
then you hereby grant the following license: a non-exclusive, royalty-free
perpetual license to install, use, modify, prepare derivative works, incorporate
into other computer software, distribute, and sublicense such enhancements or
derivative works thereof, in binary and source code form.
*/
#include <assert.h>
#include <stdexcept>
#include <algorithm>
#include <functional>
#include <iterator>
#include <chrono>
#include "def_debug_ws.h"
#include "auction_runner_gs.h"
#include "wasserstein.h"
#ifdef FOR_R_TDA
#include "Rcpp.h"
#endif
//#define PRINT_DETAILED_TIMING
namespace geom_ws {
// *****************************
// AuctionRunnerGS
// *****************************
AuctionRunnerGS::AuctionRunnerGS(const std::vector<DiagramPoint>& A, const std::vector<DiagramPoint>& B, const double q, const double _delta, const double _internal_p, const double _initialEpsilon, const double _epsFactor) :
bidders(A),
items(B),
numBidders(A.size()),
numItems(A.size()),
itemsToBidders(A.size(), -1),
biddersToItems(A.size(), -1),
wassersteinPower(q),
delta(_delta),
internal_p(_internal_p),
initialEpsilon(_initialEpsilon),
epsilonCommonRatio(_epsFactor == 0.0 ? 5.0 : _epsFactor)
{
assert(initialEpsilon >= 0.0 );
assert(epsilonCommonRatio >= 0.0 );
assert(A.size() == B.size());
oracle = std::unique_ptr<AuctionOracle>(new AuctionOracle(bidders, items, wassersteinPower, internal_p));
}
void AuctionRunnerGS::assignItemToBidder(IdxType itemIdx, IdxType bidderIdx)
{
numRounds++;
//sanityCheck();
// only unassigned bidders should submit bids and get items
assert(biddersToItems[bidderIdx] == -1);
IdxType oldItemOwner = itemsToBidders[itemIdx];
// set new owner
biddersToItems[bidderIdx] = itemIdx;
itemsToBidders[itemIdx] = bidderIdx;
// remove bidder from the list of unassigned bidders
#ifdef KEEP_UNASSIGNED_ORDERED
unassignedBidders.erase(std::make_pair(bidderIdx, bidders[bidderIdx]));
#else
unassignedBidders.erase(bidderIdx);
#endif
// old owner becomes unassigned
if (oldItemOwner != -1) {
biddersToItems[oldItemOwner] = -1;
#ifdef KEEP_UNASSIGNED_ORDERED
unassignedBidders.insert(std::make_pair(oldItemOwner, bidders[oldItemOwner]));
#else
unassignedBidders.insert(oldItemOwner);
#endif
}
}
void AuctionRunnerGS::flushAssignment(void)
{
for(auto& b2i : biddersToItems) {
b2i = -1;
}
for(auto& i2b : itemsToBidders) {
i2b = -1;
}
// we must flush assignment only after we got perfect matching
assert(unassignedBidders.empty());
// all bidders become unassigned
for(size_t bidderIdx = 0; bidderIdx < numBidders; ++bidderIdx) {
#ifdef KEEP_UNASSIGNED_ORDERED
unassignedBidders.insert(std::make_pair(bidderIdx, bidders[bidderIdx]));
#else
unassignedBidders.insert(bidderIdx);
#endif
}
assert(unassignedBidders.size() == bidders.size());
//oracle->adjustPrices();
}
void AuctionRunnerGS::runAuction(void)
{
#ifdef PRINT_DETAILED_TIMING
std::chrono::high_resolution_clock hrClock;
std::chrono::time_point<std::chrono::high_resolution_clock> startMoment;
startMoment = hrClock.now();
std::vector<double> iterResults;
std::vector<double> iterEstRelErrors;
std::vector<std::chrono::time_point<std::chrono::high_resolution_clock>> iterTimes;
#endif
// choose some initial epsilon
if (initialEpsilon == 0.0)
oracle->setEpsilon(oracle->maxVal / 4.0);
else
oracle->setEpsilon(initialEpsilon);
assert( oracle->getEpsilon() > 0 );
int iterNum { 0 };
bool notDone { false };
double currentResult;
do {
flushAssignment();
runAuctionPhase();
iterNum++;
//std::cout << "Iteration " << iterNum << " completed. " << std::endl;
// result is d^q
currentResult = getDistanceToQthPowerInternal();
double denominator = currentResult - numBidders * oracle->getEpsilon();
currentResult = pow(currentResult, 1.0 / wassersteinPower);
#ifdef PRINT_DETAILED_TIMING
#ifndef FOR_R_TDA
iterResults.push_back(currentResult);
iterTimes.push_back(hrClock.now());
std::cout << "Iteration " << iterNum << " finished. ";
std::cout << "Current result is " << currentResult << ", epsilon = " << oracle->getEpsilon() << std::endl;
std::cout << "Number of rounds (cumulative): " << numRounds << std::endl;
#endif
#endif
if ( denominator <= 0 ) {
//std::cout << "Epsilon is too big." << std::endl;
notDone = true;
} else {
denominator = pow(denominator, 1.0 / wassersteinPower);
double numerator = currentResult - denominator;
#ifdef PRINT_DETAILED_TIMING
#ifndef FOR_R_TDA
std::cout << " numerator: " << numerator << " denominator: " << denominator;
std::cout << "; error bound: " << numerator / denominator << std::endl;
#endif
#endif
// if relative error is greater than delta, continue
notDone = ( numerator / denominator > delta );
}
// decrease epsilon for the next iteration
oracle->setEpsilon( oracle->getEpsilon() / epsilonCommonRatio );
if (iterNum > maxIterNum) {
#ifndef FOR_R_TDA
std::cerr << "Maximum iteration number exceeded, exiting. Current result is:";
std::cerr << wassersteinDistance << std::endl;
#endif
throw std::runtime_error("Maximum iteration number exceeded");
}
} while ( notDone );
//printMatching();
#ifdef PRINT_DETAILED_TIMING
#ifndef FOR_R_TDA
for(size_t iterIdx = 0; iterIdx < iterResults.size(); ++iterIdx) {
double trueRelError = ( iterResults.at(iterIdx) - currentResult ) / currentResult;
auto iterCumulativeTime = iterTimes.at(iterIdx) - startMoment;
std::chrono::duration<double, std::milli> iterTime = ( iterIdx > 0) ? iterTimes[iterIdx] - iterTimes[iterIdx - 1] : iterTimes[iterIdx] - startMoment;
std::cout << "iteration " << iterIdx << ", true rel. error " <<
trueRelError << ", elapsed time " <<
std::chrono::duration<double, std::milli>(iterCumulativeTime).count() <<
", iteration time " << iterTime.count() << std::endl;
}
#endif
#endif
}
void AuctionRunnerGS::runAuctionPhase(void)
{
//std::cout << "Entered runAuctionPhase" << std::endl;
do {
#ifdef KEEP_UNASSIGNED_ORDERED
size_t bidderIdx = unassignedBidders.begin()->first;
#else
size_t bidderIdx = *unassignedBidders.begin();
#endif
auto optimalBid = oracle->getOptimalBid(bidderIdx);
auto optimalItemIdx = optimalBid.first;
auto bidValue = optimalBid.second;
assignItemToBidder(optimalBid.first, bidderIdx);
oracle->setPrice(optimalItemIdx, bidValue);
//printDebug();
#ifdef FOR_R_TDA
if ( numRounds % 10000 == 0 ) {
Rcpp::checkUserInterrupt();
}
#endif
} while (not unassignedBidders.empty());
//std::cout << "runAuctionPhase finished" << std::endl;
#ifdef DEBUG_AUCTION
for(size_t bidderIdx = 0; bidderIdx < numBidders; ++bidderIdx) {
if ( biddersToItems[bidderIdx] < 0) {
#ifndef FOR_R_TDA
std::cerr << "After auction terminated bidder " << bidderIdx;
std::cerr << " has no items assigned" << std::endl;
#endif
throw std::runtime_error("Auction did not give a perfect matching");
}
}
#endif
}
double AuctionRunnerGS::getDistanceToQthPowerInternal(void)
{
sanityCheck();
double result = 0.0;
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);
}
wassersteinCost = result;
wassersteinDistance = pow(result, 1.0 / wassersteinPower);
return result;
}
double AuctionRunnerGS::getWassersteinDistance(void)
{
runAuction();
return wassersteinDistance;
}
double AuctionRunnerGS::getWassersteinCost(void)
{
runAuction();
return wassersteinCost;
}
// Debug routines
void AuctionRunnerGS::printDebug(void)
{
#ifdef DEBUG_AUCTION
#ifndef FOR_R_TDA
sanityCheck();
std::cout << "**********************" << std::endl;
std::cout << "Current assignment:" << std::endl;
for(size_t idx = 0; idx < biddersToItems.size(); ++idx) {
std::cout << idx << " <--> " << biddersToItems[idx] << std::endl;
}
std::cout << "Weights: " << std::endl;
//for(size_t i = 0; i < numBidders; ++i) {
//for(size_t j = 0; j < numItems; ++j) {
//std::cout << oracle->weightMatrix[i][j] << " ";
//}
//std::cout << std::endl;
//}
std::cout << "Prices: " << std::endl;
for(const auto price : oracle->getPrices()) {
std::cout << price << std::endl;
}
std::cout << "**********************" << std::endl;
#endif
#endif
}
void AuctionRunnerGS::sanityCheck(void)
{
#ifdef DEBUG_AUCTION
if (biddersToItems.size() != numBidders) {
#ifndef FOR_R_TDA
std::cerr << "Wrong size of biddersToItems, must be " << numBidders << ", is " << biddersToItems.size() << std::endl;
#endif
throw std::runtime_error("Wrong size of biddersToItems");
}
if (itemsToBidders.size() != numBidders) {
#ifndef FOR_R_TDA
std::cerr << "Wrong size of itemsToBidders, must be " << numBidders << ", is " << itemsToBidders.size() << std::endl;
#endif
throw std::runtime_error("Wrong size of itemsToBidders");
}
for(size_t bidderIdx = 0; bidderIdx < numBidders; ++bidderIdx) {
if ( biddersToItems[bidderIdx] >= 0) {
if ( std::count(biddersToItems.begin(),
biddersToItems.end(),
biddersToItems[bidderIdx]) > 1 ) {
#ifndef FOR_R_TDA
std::cerr << "Item " << biddersToItems[bidderIdx];
std::cerr << " appears in biddersToItems more than once" << std::endl;
#endif
throw std::runtime_error("Duplicate in biddersToItems");
}
if (itemsToBidders.at(biddersToItems[bidderIdx]) != static_cast<int>(bidderIdx)) {
#ifndef FOR_R_TDA
std::cerr << "Inconsitency: bidderIdx = " << bidderIdx;
std::cerr << ", itemIdx in biddersToItems = ";
std::cerr << biddersToItems[bidderIdx];
std::cerr << ", bidderIdx in itemsToBidders = ";
std::cerr << itemsToBidders[biddersToItems[bidderIdx]] << std::endl;
#endif
throw std::runtime_error("inconsistent mapping");
}
}
}
for(IdxType itemIdx = 0; itemIdx < static_cast<IdxType>(numBidders); ++itemIdx) {
if ( itemsToBidders[itemIdx] >= 0) {
// check for uniqueness
if ( std::count(itemsToBidders.begin(),
itemsToBidders.end(),
itemsToBidders[itemIdx]) > 1 ) {
#ifndef FOR_R_TDA
std::cerr << "Bidder " << itemsToBidders[itemIdx];
std::cerr << " appears in itemsToBidders more than once" << std::endl;
#endif
throw std::runtime_error("Duplicate in itemsToBidders");
}
// check for consistency
if (biddersToItems.at(itemsToBidders[itemIdx]) != static_cast<int>(itemIdx)) {
#ifndef FOR_R_TDA
std::cerr << "Inconsitency: itemIdx = " << itemIdx;
std::cerr << ", bidderIdx in itemsToBidders = ";
std::cerr << itemsToBidders[itemIdx];
std::cerr << ", itemIdx in biddersToItems= ";
std::cerr << biddersToItems[itemsToBidders[itemIdx]] << std::endl;
#endif
throw std::runtime_error("inconsistent mapping");
}
}
}
#endif
}
void AuctionRunnerGS::printMatching(void)
{
//#ifdef DEBUG_AUCTION
#ifndef FOR_R_TDA
sanityCheck();
for(size_t bIdx = 0; bIdx < biddersToItems.size(); ++bIdx) {
if (biddersToItems[bIdx] >= 0) {
auto pA = bidders[bIdx];
auto pB = items[biddersToItems[bIdx]];
std::cout << pA << " <-> " << pB << "+" << pow(distLp(pA, pB, internal_p), wassersteinPower) << std::endl;
} else {
assert(false);
}
}
#endif
//#endif
}
} // end of namespace geom_ws
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