In this paper, a novel data-driven method for weight initialization of Multilayer Perceptrons and Convolutional Neural Networks based on discriminant learning is proposed. The approach relaxes some of the limitations of competing data-driven methods, including unimodality assumptions, limitations on the architectures related to limited maximal dimensionalities of the corresponding projection spaces, as well as limitations related to high computational requirements due to the need of eigendecomposition on high-dimensional data. We also consider assumptions of the method on the data and propose a way to account for them in a form of a new normalization layer.
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