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Xavier initialization

A weight-variance formula, $\sigma_W^2=2/(n+m)$ (fan-in $n$ , fan-out $m$ ), that keeps a layer's pre-activation variance close to its input's, matched to sigmoid and tanh.

Examples

Fan-in $n=100$ , fan-out $m=100$ : $\sigma_W^2=2/200=0.01$ , matching the forward-only $1/n=0.01$ exactly.