We study through holography the compact Randall-Sundrum (RS) model at finite temperature. In the presence of radius stabilization, the system is described at low enough temperature by the RS solution. At high temperature it is described by the AdS-Schwarzschild solution with an event horizon replacing the TeV brane. We calculate the transition temperature T-c between the two phases and we find it to be somewhat smaller than the TeV scale. Assuming that the Universe starts out at T >> T-c and cools down by expansion, we study the rate of the transition to the RS phase. We find that the transition is very slow so that an inflationary phase at the weak scale begins. The subsequent evolution depends on the stabilization mechanism: in the simplest Goldberger-Wise case inflation goes on forever unless tight bounds are satisfied by the model parameters; in slightly less-minimal cases these bounds may be relaxed.