I am reading about backpropagation and I wonder why I have to backpropagate.
For example, I would update the network by randomly choosing a weight to change, $w$. I would have $X$ and $y$. Then, I would choose $dw$, a random number from $-0.1$ to $0.1$, for example. Then, I would do two predictions of the neural network and get their losses with the original neural network and one with $w$ changed by $dw$ to get the respective losses $L_{\text{original}}$ and $L_{\text{updated}}$. $L_{\text{updated}} - L_{\text{original}}$ is $dL$. I would update $w$ by $\gamma \frac{d L}{dw}$, where $\gamma$ is the learning rate and $L$ is the loss.
This does not need a gradient backpropagation throughout the system, and must have somehow a disadvantage because no one uses it. What is this disadvantage?