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']
```
Please remove this newline. There should be at most one blank line in a row within a function according to PEP8.