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Change of variables: Apply $\tanh$ to the Gaussian samples

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In the paper "Soft Actor-Critic: Off-Policy Maximum Entropy Deep Reinforcement Learning with a Stochastic Actor" Appendix C, it mentioned that applying $\tanh$ to the Gaussian sample gives us the

normal distribution - Change of variables: Apply $\tanh$ to the Gaussian samples - Mathematics Stack Exchange Stack Internal Knowledge at work Bring the best of human thought and AI automation together at your work. Explore Stack Internal Change of variables: Apply $\tanh$ to the Gaussian samples Ask Question Asked 7 years, 5 months ago Modified 7 years ago Viewed 3k times 6 $\begingroup$ In the paper "Soft Actor-Critic: Off-Policy Maximum Entropy Deep Reinforcement Learning with a Stochastic Actor" Appendix C, it mentioned that applying $\tanh$ to the Gaussian sample gives us the probability

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