A technology firm is building a highly complex neural network to classify rare legal arguments within a new, specialized judicial system. They have access to millions of unlabeled court transcripts but only a few hundred documents that have been meticulously labeled by legal experts. A project lead suggests that the model should first be trained exclusively on this small, labeled dataset to establish a baseline understanding. Evaluate the effectiveness of this proposed initial training strategy. In your critique, explain the primary challenge this approach faces, especially considering the complexity of the model.