path: root/geom_matching/wasserstein/src/auction_runner_gs.cpp

/*
 
Copyright (c) 2016, M. Kerber, D. Morozov, A. Nigmetov
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#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)
{
    relativeError = std::numeric_limits<double>::max();
#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
            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<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;
    //std::cout << "-------------------------------------------------------------------------\n";
    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]];
        //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<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