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Gpus were built for dense math and they ran with it. To the point current best architectures are in part just the ones that run best using the subset of linear algebra gpus are really good at.

There has been a lot of work on sparsity and discovering sparse subnetworks in trained dense networks. And intel even proposed some alternative cpu friendly architectures and torch/tf and gpus are starting to do okay with sparse matrixes so thing are changing.