Intution: if you initialize the network randomly, then for a given neuron, if there are a lot of incoming connections, then they will tend to cancel and not saturate the neuron. BUT, if the network is deep, then if variance of the neurons goes up as you go to higher layers, then you'll have a problem because they will saturate as you go higher
He initialization: He et al 2015 (use with ReLu activations)