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    $\begingroup$ It works because with no hidden layer, the model parameters are identified. It’s no different than multi-class logistic regression. en.m.wikipedia.org/wiki/Identifiability $\endgroup$ Commented Mar 25 at 19:53
  • $\begingroup$ More details: stats.stackexchange.com/questions/349418/… $\endgroup$ Commented Mar 25 at 20:08
  • $\begingroup$ I'm not sure that I understand your comment. How does Identifiability explains zero initialization is better than other types of random initialization? $\endgroup$ Commented Mar 26 at 7:29
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    $\begingroup$ Each weight gets a unique update during optimization. This update moves the weights towards the global minimum. $\endgroup$ Commented Mar 26 at 11:28