[WIP] Implementing Averaged SGD

Working on implementing averaged SGD for both classifier and regressor for #543
I was wondering about this. If the test fails, it prints the title of the test as ```"Tests whether the average for the Regressor matches the"``` with the rest of the title cut off. You can try this changing the comment to 
```
"""line1
    line2""""
```
and putting ```raise Exception("blah")``` at the end of the test. Resulting message will only say ```"line1"```