A weight initialization method for improving training speed in feedforward neural network

An algorithm for determining the optimal initial weights of feedforward neural networks based on the Cauchy's inequality and a linear algebraic method is developed. The algorithm is computational efficient. The proposed method ensures that the outputs of neurons are in the active region and increases the rate of convergence. With the optimal initial weights determined, the initial error is substantially smaller and the number of iterations required to achieve the error criterion is significantly reduced. Extensive tests were performed to compare the proposed algorithm with other algorithms. In the case of the sunspots prediction, the number of iterations required for the network initialized with the proposed method was only 3.03% of those started with the next best weight initialization algorithm.