Custom weight initialization in Keras
Check this example (a reproduction of the IRNN experiment with pixel-by-pixel sequential MNIST in "A Simple Way to Initialize Recurrent Networks of Rectified Linear Units" by Quoc V. Le, Navdeep Jaitly, Geoffrey E. Hinton).

Relevant code:

model.add(SimpleRNN(hidden_units,
                    kernel_initializer=initializers.RandomNormal(stddev=0.001),
                    recurrent_initializer=initializers.Identity(gain=1.0),
                    activation='relu',
                    input_shape=x_train.shape[1:]))