Masked Training of Neural Networks with Partial Gradients

State-of-the-art training algorithms for deep learning models are based on stochastic gradient descent (SGD). Recently, many variations have been explored: perturbing parameters for better accuracy (such as in Extra-gradient), limiting SGD updates to a subset of parameters for increased efficiency (such as meProp) or a combination of both (such as Dropout). However, the convergence of these methods is often not studied in theory.