Portrait of Aditya Mahajan

Aditya Mahajan

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

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

Master's Research - McGill University
Master's Research - McGill University
Research Intern - McGill University
Master's Research - McGill University
PhD - McGill University
PhD - McGill University
PhD - McGill University
PhD - McGill University
PhD - McGill University

Publications

On learning history-based policies for controlling Markov decision processes
Gandharv Patil
Model approximation in MDPs with unbounded per-step cost
Berk Bozkurt
Ashutosh Nayyar
Yi Ouyang
We consider the problem of designing a control policy for an infinite-horizon discounted cost Markov decision process …
Bridging State and History Representations: Understanding Self-Predictive RL
Tianwei Ni
Benjamin Eysenbach
Erfan SeyedSalehi
Michel Ma
Clement Gehring
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.
On learning Whittle index policy for restless bandits with scalable regret
Nima Akbarzadeh
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
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
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
Two Families of Indexable Partially Observable Restless Bandits and Whittle Index Computation
Nima Akbarzadeh
Asymmetric Actor-Critic with Approximate Information State
Amit Sinha
Reinforcement learning (RL) for partially observable Markov decision processes (POMDPs) is a challenging problem because decisions need to b… (see more)e made based on the entire history of observations and actions. However, in several scenarios, state information is available during the training phase. We are interested in exploiting the availability of this state information during the training phase to efficiently learn a history-based policy using RL. Specifically, we consider actor-critic algorithms, where the actor uses only the history information but the critic uses both history and state. Such algorithms are called asymmetric actor-critic, to highlight the fact that the actor and critic have asymmetric information. Motivated by the recent success of using representation losses in RL for POMDPs [1], we derive similar theoretical results for the asymmetric actor-critic case and evaluate the effectiveness of adding such auxiliary losses in experiments. In particular, we learn a history representation-called an approximate information state (AIS)-and bound the performance loss when acting using AIS.
Relative Almost Sure Regret Bounds for Certainty Equivalence Control of Markov Jump Systems
Borna Sayedana
Mohammad Afshari
Peter E. Caines
In this paper, we consider learning and control problem in an unknown Markov jump linear system (MJLS) with perfect state observations. We f… (see more)irst establish a generic upper bound on regret for any learning based algorithm. We then propose a certainty equivalence-based learning alagrithm and show that this algorithm achieves a regret of
Weighted-Norm Bounds on Model Approximation in MDPs with Unbounded Per-Step Cost
Berk Bozkurt
Ashutosh Nayyar
Yi Ouyang
We consider the problem of designing a control policy for an infinite-horizon discounted cost Markov Decision Process (MDP) …
Dealing With Non-stationarity in Decentralized Cooperative Multi-Agent Deep Reinforcement Learning via Multi-Timescale Learning
Hadi Nekoei
Akilesh Badrinaaraayanan
Amit Sinha
Mohammad Amin Amini
Janarthanan Rajendran
Mean-field games among teams
Jayakumar Subramanian
Akshat Kumar
Decentralized Linear Quadratic Systems With Major and Minor Agents and Non-Gaussian Noise
Mohammad Afshari
A decentralized linear quadratic system with a major agent and a collection of minor agents is considered. The major agent affects the minor… (see more) agents, but not vice versa. The state of the major agent is observed by all agents. In addition, the minor agents have a noisy observation of their local state. The noise process is not assumed to be Gaussian. The structures of the optimal strategy and the best linear strategy are characterized. It is shown that the major agent's optimal control action is a linear function of the major agent's minimum mean-squared error (MMSE) estimate of the system state while the minor agent's optimal control action is a linear function of the major agent's MMSE estimate of the system state and a “correction term” that depends on the difference of the minor agent's MMSE estimate of its local state and the major agent's MMSE estimate of the minor agent's local state. Since the noise is non-Gaussian, the minor agent's MMSE estimate is a nonlinear function of its observation. It is shown that replacing the minor agent's MMSE estimate with its linear least mean square estimate gives the best linear control strategy. The results are proved using a direct method based on conditional independence, common-information-based splitting of state and control actions, and simplifying the per-step cost based on conditional independence, orthogonality principle, and completion of squares.