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This paper proposes a deep learning approach to the adaptive and sequential beamforming design problem for the initial access phase in a mmWave environment with a single-path channel. For a single-user scenario where the problem is equivalent to designing the sequence of sensing beamformers to learn the angle of arrival (AoA) of the dominant path, we propose a novel deep neural network (DNN) that designs the adaptive sensing vectors sequentially based on the available information so far at the base station (BS). By recognizing that the AoA posterior distribution is a sufficient statistic for solving the initial access problem, we use the posterior distribution as the input to the proposed DNN for designing the adaptive sensing strategy. However, computing the posterior distribution can be computationally challenging when the channel fading coefficient is unknown. To address this issue, this paper proposes to …