Add SGD

SGD Classifier and Regressor added

The default parameters are:

```python
'alpha': [0.000001, 0.00001, 0.0001, 0.001, 0.01], 'penalty': ['l1', 'l2', 'elasticnet']
```
You've got an extra `'` at the end of this line before the `]` that is causing this unit test to fail. Take that out and everything should be fine, I think.