Update sgd.py

Fixed bug in AnnealedLearningRate where the _initialized flag was never set to True. This resulted in the learning rate falling to zero almost immediately after _anneal_start is reached.
Added function test_annealed_learning_rate to test_sgd.py to test whether AnnealedLearningRate is working properly. The function is a modified version of test_linear_decay.
Changed test_annealed_learning_rate so that anneal_start is an integer and is converted to a float during the calculation of the expected learning rate.
Cast current_learning_rate as floatX before setting learning_rate in AnnealedLearningRate in sgd.py
Deleted a whitespace and added a whitespace to satisfy Travis
Merge pull request #1156 from rjrowekamp/master

Update sgd.py