Computational level explanations based on optimal feedback control with signal-dependent noise have been able to account for a vast array of phenomena in human sensorimotor behavior. However, commonly a cost function needs to be assumed for a task and the optimality of human behavior is evaluated by comparing observed and predicted trajectories. Here, we introduce inverse optimal control with signal-dependent noise, which allows inferring the cost function from observed behavior. To do so, we formalize the problem as a partially observable Markov decision process and distinguish between the agent's and the experimenter's inference problems. Specifically, we derive a probabilistic formulation of the evolution of states and belief states and an approximation to the propagation equation in the linear-quadratic Gaussian problem with signal-dependent noise. We extend the model to the case of partial observability of state variables from the point of view of the experimenter. We show the feasibility of the approach through validation on synthetic data and application to experimental data. Our approach enables recovering the costs and benefits implicit in human sequential sensorimotor behavior, thereby reconciling normative and descriptive approaches in a computational framework.

Abstract--Understanding the robustness of deep learning models for multivariate long-term time series forecasting (ML TSF) remains challenging, as evaluations typically rely on real-world datasets with unknown noise properties. We propose a simulation-based evaluation framework that generates parameterizable synthetic datasets, where each dataset instance corresponds to a different configuration of signal components, noise types, signal-to-noise ratios, and frequency characteristics. These configurable components aim to model real-world multivariate time series data without the ambiguity of unknown noise. This framework enables fine-grained, systematic evaluation of M-L TSF models under controlled and diverse scenarios. Our analysis reveals that all models degrade severely when lookback windows cannot capture complete periods of seasonal patters in the data. S-Mamba and Autoformer perform best on sawtooth patterns, while R-Linear and iTransformer favor sinusoidal signals. White and Brownian noise universally degrade performance with lower signal-to-noise ratio while S-Mamba shows specific trend-noise and iTransformer shows seasonal-noise vulnerability. Further spectral analysis shows that S-Mamba and iTransformer achieve superior frequency reconstruction. This controlled approach, based on our synthetic and principle-driven testbed, offers deeper insights into model-specific strengths and limitations through the aggregation of MSE scores and provides concrete guidance for model selection based on signal characteristics and noise conditions. IME series forecasting plays a crucial role across diverse fields such as energy systems [1]-[3], meteorology [4], [5], traffic flow modeling [6], [7] or the modeling of sensor networks [8], [9]. Reliable forecasts support proactive decision-making, effective risk management, and efficient planning. As high-resolution temporal data becomes increasingly available, the need for robust and scalable forecasting models has grown more important than ever. A time series represents data points ordered in time and can be categorized as either univariate, when consisting of a single variable, or multivariate, when involving multiple interdependent variables [10].

Computational level explanations based on optimal feedback control with signal-dependent noise have been able to account for a vast array of phenomena in human sensorimotor behavior. However, commonly a cost function needs to be assumed for a task and the optimality of human behavior is evaluated by comparing observed and predicted trajectories. Here, we introduce inverse optimal control with signal-dependent noise, which allows inferring the cost function from observed behavior. To do so, we formalize the problem as a partially observable Markov decision process and distinguish between the agent's and the experimenter's inference problems. Specifically, we derive a probabilistic formulation of the evolution of states and belief states and an approximation to the propagation equation in the linear-quadratic Gaussian problem with signal-dependent noise.

The disparity between the computational demands of deep learning and the capabilities of compute hardware is expanding drastically. Although deep learning achieves remarkable performance in countless tasks, its escalating requirements for computational power and energy consumption surpass the sustainable limits of even specialized neural processing units, including the Apple Neural Engine and NVIDIA TensorCores. This challenge is intensified by the slowdown in CMOS scaling. Analog computing presents a promising alternative, offering substantial improvements in energy efficiency by directly manipulating physical quantities such as current, voltage, charge, or photons. However, it is inherently vulnerable to manufacturing variations, nonlinearities, and noise, leading to degraded prediction accuracy. One of the most effective techniques for enhancing robustness, Noisy Training, introduces noise during the training phase to reinforce the model against disturbances encountered during inference. Although highly effective, its performance degrades in real-world environments where noise characteristics fluctuate due to external factors such as temperature variations and temporal drift. This study underscores the necessity of Noisy Training while revealing its fundamental limitations in the presence of dynamic noise. To address these challenges, we propose Variance-Aware Noisy Training, a novel approach that mitigates performance degradation by incorporating noise schedules which emulate the evolving noise conditions encountered during inference. Our method substantially improves model robustness, without training overhead. We demonstrate a significant increase in robustness, from 72.3\% with conventional Noisy Training to 97.3\% with Variance-Aware Noisy Training on CIFAR-10 and from 38.5\% to 89.9\% on Tiny ImageNet.

Computational level explanations based on optimal feedback control with signal-dependent noise have been able to account for a vast array of phenomena in human sensorimotor behavior. However, commonly a cost function needs to be assumed for a task and the optimality of human behavior is evaluated by comparing observed and predicted trajectories. Here, we introduce inverse optimal control with signal-dependent noise, which allows inferring the cost function from observed behavior. To do so, we formalize the problem as a partially observable Markov decision process and distinguish between the agent's and the experimenter's inference problems. Specifically, we derive a probabilistic formulation of the evolution of states and belief states and an approximation to the propagation equation in the linear-quadratic Gaussian problem with signal-dependent noise.