Portrait of Aditya Mahajan

Aditya Mahajan

Associate Academic Member
Associate Professor, McGill University, Department of Electrical and Computer Engineering
Research Topics
Reinforcement Learning
Website
Google Scholar

Biography

Aditya Mahajan is a professor in the Department of Electrical and Computer Engineering at McGill University and an associate academic member of Mila – Quebec Artificial Intelligence Institute.

He is also a member of the McGill Centre for Intelligent Machines (CIM), the International Laboratory for Learning Systems (ILLS), and the Group for Research in Decision Analysis (GERAD). Mahajan received his BTech degree in electrical engineering from the Indian Institute of Technology Kanpur, and his MSc and PhD degrees in electrical engineering and computer science from the University of Michigan at Ann Arbor.

He is a senior member of the U.S. Institute of Electrical and Electronics Engineers (IEEE), as well as a member of Professional Engineers Ontario. He currently serves as associate editor for IEEE Transactions on Automatic Control, IEEE Control Systems Letters, and Mathematics of Control, Signals, and Systems (Springer). He served as associate editor for the conference editorial board of the IEEE Control Systems Society from 2014 to 2017.

Mahajan’s numerous awards include the 2015 George Axelby Outstanding Paper Award, 2016 NSERC Discovery Accelerator Award, 2014 CDC Best Student Paper Award (as supervisor), and 2016 NecSys Best Student Paper Award (as supervisor). Mahajan’s principal research interests are stochastic control and reinforcement learning.

Current Students

Reza Alvandi
Master's Research - McGill University
Berk Bozkurt
Collaborating Alumni - McGill University
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Gaspard Lambrechts
Collaborating Alumni - McGill University
Website
Github
Google Scholar
Samin Nili
PhD - McGill University
Google Scholar
Borna Sayedana
PhD - McGill University
Website
Github
Raihan Seraj
PhD - McGill University
Amit Sinha
PhD - McGill University
Github
Google Scholar
Tao Zhang
PhD - McGill University

Publications

Constant step-size stochastic approximation with delayed updates
Aditya Mahajan
Silviu-Iulian Niculescu
Mathukumalli Vidyasagar
In this paper, we consider constant step-size stochastic approximation with delayed updates. For the non-delayed case, it is well known that… (see more) under appropriate conditions, the discrete-time iterates of stochastic approximation track the trajectory of a continuous-time ordinary differential equation (ODE). For the delayed case, we show in this paper that, under appropriate conditions, the discrete-time iterates track the trajectory of a delay-differential equation (DDE) rather than an ODE. Thus, delayed updates lead to a qualitative change in the behavior of constant step-size stochastic approximation. We present multiple examples to illustrate the qualitative affect of delay and show that increasing the delay is generally destabilizing but, for some systems, it can be stabilizing as well.
2024-12-16
2024 IEEE 63rd Conference on Decision and Control (CDC) (published)
doi.org
A vector almost-supermartingale convergence theorem and its applications
Aditya Mahajan
Silviu-Iulian Niculescu
Mathukumalli Vidyasagar
The almost-supermartingale convergence theorem of Robbins and Siegmund (1971) is a fundamental tool for establishing the convergence of vari… (see more)ous stochastic iterative algorithms including system identification, adaptive control, and reinforcement learning. The theorem is stated for non-negative scalar valued stochastic processes. In this paper, we generalize the theorem to non-negative vector valued stochastic processes and provide two set of sufficient conditions for such processes to converge almost surely. We present several applications of vector almost-supermartingale convergence theorem, including convergence of autoregressive supermartingales, delayed supermartingales, and stochastic approximation with delayed updates.
2024-12-16
2024 IEEE 63rd Conference on Decision and Control (CDC) (published)
doi.org
Periodic agent-state based Q-learning for POMDPs
Amit Sinha
Matthieu Geist
Aditya Mahajan
2024-09-25
NeurIPS.cc/2024/Conference (poster)
openreview.net
openreview.net
Periodic agent-state based Q-learning for POMDPs
Amit Sinha
Matthieu Geist
Aditya Mahajan
The standard approach for Partially Observable Markov Decision Processes (POMDPs) is to convert them to a fully observed belief-state MDP. H… (see more)owever, the belief state depends on the system model and is therefore not viable in reinforcement learning (RL) settings. A widely used alternative is to use an agent state, which is a model-free, recursively updateable function of the observation history. Examples include frame stacking and recurrent neural networks. Since the agent state is model-free, it is used to adapt standard RL algorithms to POMDPs. However, standard RL algorithms like Q-learning learn a stationary policy. Our main thesis that we illustrate via examples is that because the agent state does not satisfy the Markov property, non-stationary agent-state based policies can outperform stationary ones. To leverage this feature, we propose PASQL (periodic agent-state based Q-learning), which is a variant of agent-state-based Q-learning that learns periodic policies. By combining ideas from periodic Markov chains and stochastic approximation, we rigorously establish that PASQL converges to a cyclic limit and characterize the approximation error of the converged periodic policy. Finally, we present a numerical experiment to highlight the salient features of PASQL and demonstrate the benefit of learning periodic policies over stationary policies.
2024-08-01
EWRL/2024/Workshop (accepted)
openreview.net
openreview.net
On learning history-based policies for controlling Markov decision processes
Gandharv Patil
Aditya Mahajan
Doina Precup
2024-04-18
Proceedings of The 27th International Conference on Artificial Intelligence and Statistics (published)
doi.org
openreview.net
Model approximation in MDPs with unbounded per-step cost
Berk Bozkurt
Aditya Mahajan
Ashutosh Nayyar
Yi Ouyang
We consider the problem of designing a control policy for an infinite-horizon discounted cost Markov decision process …
2024-02-13
ArXiv (preprint)
doi.org
arxiv.org
Bridging State and History Representations: Understanding Self-Predictive RL
Tianwei Ni
Benjamin Eysenbach
Erfan SeyedSalehi
Michel Ma
Clement Gehring
Aditya Mahajan
Pierre-Luc Bacon
Representations are at the core of all deep reinforcement learning (RL) methods for both Markov decision processes (MDPs) and partially obse… (see more)rvable Markov decision processes (POMDPs). Many representation learning methods and theoretical frameworks have been developed to understand what constitutes an effective representation. However, the relationships between these methods and the shared properties among them remain unclear. In this paper, we show that many of these seemingly distinct methods and frameworks for state and history abstractions are, in fact, based on a common idea of self-predictive abstraction. Furthermore, we provide theoretical insights into the widely adopted objectives and optimization, such as the stop-gradient technique, in learning self-predictive representations. These findings together yield a minimalist algorithm to learn self-predictive representations for states and histories. We validate our theories by applying our algorithm to standard MDPs, MDPs with distractors, and POMDPs with sparse rewards. These findings culminate in a set of preliminary guidelines for RL practitioners.
2024-01-17
ArXiv (preprint)
doi.org
arxiv.org
Bridging State and History Representations: Understanding Self-Predictive RL
Tianwei Ni
Benjamin Eysenbach
Erfan SeyedSalehi
Michel Ma
Clement Gehring
Aditya Mahajan
Pierre-Luc Bacon
Representations are at the core of all deep reinforcement learning (RL) methods for both Markov decision processes (MDPs) and partially obse… (see more)rvable Markov decision processes (POMDPs). Many representation learning methods and theoretical frameworks have been developed to understand what constitutes an effective representation. However, the relationships between these methods and the shared properties among them remain unclear. In this paper, we show that many of these seemingly distinct methods and frameworks for state and history abstractions are, in fact, based on a common idea of self-predictive abstraction. Furthermore, we provide theoretical insights into the widely adopted objectives and optimization, such as the stop-gradient technique, in learning self-predictive representations. These findings together yield a minimalist algorithm to learn self-predictive representations for states and histories. We validate our theories by applying our algorithm to standard MDPs, MDPs with distractors, and POMDPs with sparse rewards. These findings culminate in a set of preliminary guidelines for RL practitioners.
2024-01-17
ArXiv (preprint)
doi.org
arxiv.org
Bridging State and History Representations: Understanding Self-Predictive RL
Tianwei Ni
Benjamin Eysenbach
Erfan SeyedSalehi
Michel Ma
Clement Gehring
Aditya Mahajan
Pierre-Luc Bacon
Representations are at the core of all deep reinforcement learning (RL) methods for both Markov decision processes (MDPs) and partially obse… (see more)rvable Markov decision processes (POMDPs). Many representation learning methods and theoretical frameworks have been developed to understand what constitutes an effective representation. However, the relationships between these methods and the shared properties among them remain unclear. In this paper, we show that many of these seemingly distinct methods and frameworks for state and history abstractions are, in fact, based on a common idea of self-predictive abstraction. Furthermore, we provide theoretical insights into the widely adopted objectives and optimization, such as the stop-gradient technique, in learning self-predictive representations. These findings together yield a minimalist algorithm to learn self-predictive representations for states and histories. We validate our theories by applying our algorithm to standard MDPs, MDPs with distractors, and POMDPs with sparse rewards. These findings culminate in a set of preliminary guidelines for RL practitioners.
2024-01-16
ICLR.cc/2024/Conference (poster)
doi.org
openreview.net
On learning Whittle index policy for restless bandits with scalable regret
Nima Akbarzadeh
Aditya Mahajan
Reinforcement learning is an attractive approach to learn good resource allocation and scheduling policies based on data when the system mod… (see more)el is unknown. However, the cumulative regret of most RL algorithms scales as ˜ O(S
2024-01-01
IEEE Transactions on Control of Network Systems (published)
doi.org
arxiv.org
Strong Consistency and Rate of Convergence of Switched Least Squares System Identification for Autonomous Markov Jump Linear Systems
Borna Sayedana
Mohammad Afshari
Peter E. Caines
Aditya Mahajan
In this paper, we investigate the problem of system identification for autonomous Markov jump linear systems (MJS) with complete state obser… (see more)vations. We propose switched least squares method for identification of MJS, show that this method is strongly consistent, and derive data-dependent and data-independent rates of convergence. In particular, our data-independent rate of convergence shows that, almost surely, the system identification error is
2024-01-01
IEEE Transactions on Automatic Control (published)
doi.org
arxiv.org
Two Families of Indexable Partially Observable Restless Bandits and Whittle Index Computation
Nima Akbarzadeh
Aditya Mahajan
2024-01-01
Performance Evaluation (published)
doi.org
arxiv.org