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.
I have only moved those lines around without changing them, so I'm not sure why it would fail now if it was passing before.
Anyway, I'm running the whole suite, so we will see what happens.