In recent years, there has been a flurry of research in deep neural network pruning and compression. Early approaches prune weights individually. However, it is difficult to take advantage of the resulting unstructured sparsity patterns on modern hardware like GPUs. As a result, pruning strategies which impose sparsity structures in the weights have become more popular. However,these structured pruning approaches typically lead to higher losses in accuracy than unstructured pruning. In this paper, we present SparseRT, a code generator that leverage unstructured sparsity to accelerate sparse linear algebra operations in deep learning inference on GPUs. For 1x1 convolutions and fully connected layers, we demonstrate geometric mean of speedups of 3.4x over the equivalent dense computation at 90% sparsity and 5.4x at 95% sparsity when evaluated on hundreds of test cases in deep learning. For sparse 3x3 convolutions, we show speedups of over 5x on use cases in ResNet-50.