[WIP] Implementing Averaged SGD

Working on implementing averaged SGD for both classifier and regressor for #543
I think since all 3 are related with learning rate I think it's best to go with what you suggested and have something along the lines of learning_rate_type={"average", "adadelta", "adagrad"} and we can bloat the functionality if the people want it. 

I'll change the API now!