College allocation is done after choice filling and it can not be changed so easily. It is always mentioned to take care while choice filling but students can have many problems in their college, for example, a student from J&K may not be able to understand the language in south India which is disturbing his studies.
You have to talk with AICTE regarding the issues you are facing in your college and only if they find your problem genuine they will tell you the process of changing the college.
You cannot do it yourself if you are getting the PMSSS scholarship as AICTE has to record how many students are studying under which branches in a particular college, so changing college without informing may lead to the cancellation of the scholarship and there is no other process to change the college.
If you changed with the permission then you will still get the scholarship for the upcoming years.