CS-866 Deep Reinforcement Learning

Notebook: Gaussian Density

Instructor: Nazar Khan   |   Semester: Fall 2025

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This notebook provides an interactive introduction to the Gaussian Density function.

1. What is a Gaussian Density?

A Gaussian (also called Normal Distribution or Bell Curve) is a smooth hill-shaped curve.

• Most values are near the center
• Fewer values appear far away
• The shape looks like a bell

It is important in:

• Machine learning
• Reinforcement learning (policies!)
• Statistics
• Physics
• Nature (heights, errors, noise, etc.) -- hence the name Normal

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2. Why is Gaussian Density important in RL?

In REINFORCE with continuous actions:

• The policy outputs mean (μ) and standard deviation (σ)
• Actions are sampled from a Gaussian, which provides an inherent way of exploration.
• The log-probability of the action is needed for gradients

So Gaussian density is at the heart of continuous-action RL.

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3. The Formula

The probability of a value x under a Gaussian with mean $\mu$ and standard deviation $\sigma$ is:

$\mathcal{N}(x \mid \mu, \sigma) = \frac{1}{\sqrt{2\pi}\sigma} \exp\left( -\frac{1}{2} \left( \frac{x - \mu}{\sigma} \right)^2 \right)$

Think of it like this:

• $\mu$ = where the bell curve is centered
• $\sigma$ = how wide or skinny it is
• The exponential makes the curve drop smoothly as you move away from the center.

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4. Let's interactively change $\mu$ and $\sigma$

We will create interactive sliders to change the bell curve shape.

Requires: ipywidgets. Install if needed:

#!pip install ipywidgets

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Interactive Gaussian Visualization

# ============================================================
# INTERACTIVE GAUSSIAN DEMO
# Extremely child-friendly explanation + visualization
# ============================================================

import numpy as np
import matplotlib.pyplot as plt
from ipywidgets import interact, FloatSlider
from IPython.display import display

# Nice plot style
plt.style.use("seaborn-v0_8")

# ------------------------------------------------------------
# Function to draw a Gaussian curve
# ------------------------------------------------------------
def plot_gaussian(mu, sigma):
    # Make 400 points from -10 to 10
    x = np.linspace(-10, 10, 400)

    # Gaussian formula
    coef = 1.0 / (np.sqrt(2 * np.pi) * sigma)
    exponent = np.exp(-0.5 * ((x - mu) / sigma) ** 2)
    y = coef * exponent

    plt.figure(figsize=(8, 4))
    plt.plot(x, y, linewidth=3)
    plt.title(f"Gaussian Density (μ = {mu}, σ = {sigma})", fontsize=16)
    plt.xlabel("x")
    plt.ylabel("Probability Density")
    plt.ylim(0, max(0.5, np.max(y)*1.1))

    # Vertical line at mean
    plt.axvline(mu, color="red", linestyle="--", label="Mean (center)")
    plt.legend()
    plt.grid(True)
    plt.show()

# ------------------------------------------------------------
# Interactive sliders
# ------------------------------------------------------------
interact(
    plot_gaussian,
    mu=FloatSlider(value=0, min=-5, max=5, step=0.1, description="μ (center)"),
    sigma=FloatSlider(value=1.0, min=0.2, max=5, step=0.1, description="σ (spread)")
);

interactive(children=(FloatSlider(value=0.0, description='μ (center)', max=5.0, min=-5.0), FloatSlider(value=1…

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5. Explanation of parameter effects

$\mu$ (mean): Moves the whole bell curve left or right. (Like moving the center of a flashlight beam.)

$\sigma$ (standard deviation): Controls width

• Small $\sigma\implies$ skinny + tall
• Large $\sigma\implies$ wide + flat (Like zooming in and out on a hill.)

The interactive sliders show this clearly.

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6. Sampling From the Gaussian

Let’s draw random points from the Gaussian and plot them.

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Interactive Sampling Demo

# ============================================================
# GAUSSIAN SAMPLING DEMO
# ============================================================

import numpy as np
import matplotlib.pyplot as plt
from ipywidgets import interact, FloatSlider, IntSlider

plt.style.use("seaborn-v0_8")

def sample_gaussian(mu, sigma, n):
    samples = np.random.normal(mu, sigma, n)

    plt.figure(figsize=(8, 4))
    plt.hist(samples, bins=20, density=True, alpha=0.6, color="orange")
    plt.title(f"Samples from Gaussian (μ = {mu}, σ = {sigma})", fontsize=16)
    plt.xlabel("Value")
    plt.ylabel("Frequency")
    plt.grid(True)
    plt.show()

interact(
    sample_gaussian,
    mu=FloatSlider(value=0, min=-5, max=5, step=0.1),
    sigma=FloatSlider(value=1, min=0.2, max=5, step=0.1),
    n=IntSlider(value=200, min=50, max=2000, step=50, description="Samples")
);

interactive(children=(FloatSlider(value=0.0, description='mu', max=5.0, min=-5.0), FloatSlider(value=1.0, desc…

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7. Sampling animation

# ============================================================
# GAUSSIAN SAMPLING ANIMATION (GIF)
# Samples "falling" onto a histogram frame-by-frame
# ============================================================

import numpy as np
import matplotlib.pyplot as plt
from matplotlib.animation import FuncAnimation, PillowWriter

# Parameters
mu = 0        # center
sigma = 1     # spread
num_samples = 4000   # total points to animate
frames = 100        # how many animation frames
gif_name = "gaussian_falling_samples.gif"

# Generate all samples in advance
samples = np.random.normal(mu, sigma, num_samples)

# Prepare figure
fig, ax = plt.subplots(figsize=(8, 4))
ax.set_xlim(-5, 5)
ax.set_ylim(0, 0.5)
ax.set_title(f"Gaussian Sampling Animation (μ={mu}, σ={sigma})")
ax.set_xlabel("Value")
ax.set_ylabel("Density")

# Draw the true Gaussian density curve
x = np.linspace(-5, 5, 400)
true_pdf = (1/(np.sqrt(2*np.pi)*sigma)) * np.exp(-0.5 * ((x - mu)/sigma)**2)
ax.plot(x, true_pdf, linewidth=2, color="blue", label="True Density")
ax.legend()

# Prepare histogram data
hist_data = []

# Histogram bars (initial empty)
bars = ax.bar([], [], width=0.3)

# Animation function
def update(frame_index):
    global bars
    
    # Add some samples each frame
    chunk = samples[: int((frame_index+1) * num_samples/frames)]
    
    # Compute histogram
    counts, bin_edges = np.histogram(chunk, bins=30, range=(-5, 5), density=True)
    
    # Clear previous bars
    for col in ax.collections:
        col.clear()
    #ax.collections.clear()
    
    # Draw updated histogram
    ax.hist(chunk, bins=30, range=(-5, 5), density=True, alpha=0.6, color="orange")

    ax.set_title(f"Gaussian Sampling (Frame {frame_index+1}/{frames})")

# Create animation
anim = FuncAnimation(fig, update, frames=frames, interval=80)

# Save as GIF
anim.save(gif_name, writer=PillowWriter(fps=20))

plt.close()

print("GIF saved as:", gif_name)

/tmp/ipykernel_30545/3930654035.py:64: UserWarning: Creating legend with loc="best" can be slow with large amounts of data.
  anim.save(gif_name, writer=PillowWriter(fps=20))