[WIP] Implementing Averaged SGD

Working on implementing averaged SGD for both classifier and regressor for #543
Does this test fail with avg=False? Is it stable?

I'd rather see a non-regression test, it might be possible to come up with a deterministic example using the perceptron loss.
`pystruct` has [some such tests](https://github.com/pystruct/pystruct/blob/master/pystruct/tests/test_learners/test_perceptron.py#L29).