Generally, the yogis, they are trying to concentrate the mind upon the Supreme Absolute Truth. That is the yogic practice. Yoga indriya-samyamah. Yoga means to concentrate your mind to the Absolute Truth by controlling the senses. Because the senses are very restless, it will not allow you to concentrate your mind. Therefore yoga indriya-samyamah. That is yoga. So here the same yoga is advised: yogaа yunjan mad-asrayah. This yoga has to be practiced under Krsna. Mad-asrayah. Mat means "Me," and asrayah means taking shelter. Or mad-asrayah means to take shelter of Krsna's devotee, one who has completely taken shelter of Krsna, to take shelter of him.
Lecture on Bhagavad-Gita 7.1, Fiji, 24 May 1975