add namespace sgd, and sub-namespace things

[dustinvtran]

I like this approach to avoid names clashing during implementation. For instance (arbitrarily chosen), see Stan's approach as in the file https://github.com/stan-dev/stan/blob/develop/src/stan/mcmc/sample.hpp.

[ptoulis]

you mean the namespaces?

[dustinvtran]

Yup, in the same way they have stan::mcmc::sample, we should have something such as sgd::glm_experiment.

We should also note use the arma namespace but :: into it.