[sgd] Document and add simple MNIST example (#3236)

python/ray/experimental/sgd/__init__.py

@@ -0,0 +1,11 @@
+from __future__ import absolute_import
+from __future__ import division
+from __future__ import print_function
+
+from ray.experimental.sgd.sgd import DistributedSGD
+from ray.experimental.sgd.model import Model
+
+__all__ = [
+    "DistributedSGD",
+    "Model",
+]