  Good weight initialisation is an important step in successful training of
Artificial Neural Networks. Over time a number of improvements have been
proposed to this process. In this paper we introduce a novel weight
initialisation technique called the Straddled Matrix Initialiser. This
initialisation technique is motivated by our assumption that major,
global-scale relationships in data are linear with only smaller effects
requiring complex non-linearities. Combination of Straddled Matrix and ReLU
activation function initialises a Neural Network as a de facto linear model,
which we postulate should be a better starting point for optimisation given our
assumptions. We test this by training autoencoders on three datasets using
Straddled Matrix and seven other state-of-the-art weight initialisation
techniques. In all our experiments the Straddeled Matrix Initialiser clearly
outperforms all other methods.
