I am working on a MLP neural networks, using supervised learning (2 classes and multi-class classification problems). For the hidden layers, I am using $\tanh$ (which produces an output in the range $[-1, 1]$) and for the output layer a softmax (which gives the probability distribution between $0$ and $1$). As I am working with supervised learning, should be my targets output between 0 and 1, or $-1$ and $1$ (because of the $\tanh$ function), or it does not matter?
The loss function is quadratic (MSE).