Add running averages as members of RMSProp class

This enables us to use them as monitored values.
Reorder things in SGD.setup, so we call learning_rule.get_updates
before learning_rule.add_monitoring_channels.
Also add a little bit of doc.
The file was whitelisted -- I've removed it from the pep8 whitelist and pushed some minor fixes for pep8 errors.  At the risk of descending into pull request hell I've put in a pull request to your branch with those edits: lamblin/madisonmay-master#2