Due to the repeated multiplication of weights
When Eigenvalue is larger than 1 Exploding gradient while Vanishing Gradient happens when eigenvalue is smaller than 1
Gradient information to be sufficiently passed through the network; Not too much (Exploding gradient), not too little (Vanishing Gradient )
Exploding gradient and Vanishing Gradient typically occur due to non-linear components, though deep layers of linear transformations can also be problematic
Ordered - Vanishing Gradient
Chaotic - Exploding gradient
Edge of Chaos
Therefore, when performing Weight Initialization, setting ensures that gradients are stably propagated, latent representations are both expressive and stable, and the network reaches the critical learning regime (edge of chaos).

Seonglae Cho