Recently, sparse training methods have started to be established as a de facto approach for training and inference efficiency in artificial neural networks. Yet, this efficiency is just in theory. In practice, everyone uses a binary mask to simulate sparsity since the typical deep learning software and hardware are optimized for dense matrix operations. In this paper, we take an orthogonal approach, and we show that we can train truly sparse neural networks to harvest their full potential. To achieve this goal, we introduce three novel contributions, specially designed for sparse neural networks: (1) a parallel training algorithm and its corresponding sparse implementation from scratch, (2) an activation function with non-trainable paramete...