How to implement custom weight initialization in Flux?

How could I define custom weight initialization in Flux? The solution should be clean. Documentation is confusing. Should I define the Dense layer from scratch?

We don’t have any docs about custom init functions, if you have any ideas for additions there they would be very welcome. For now I would recommend following the pattern used by functions in Utility Functions · Flux. TL;DR all you need is a function that takes dims and returns an initialized array.