diff --git a/ci/jenkins_tests/run_multi_node_tests.sh b/ci/jenkins_tests/run_multi_node_tests.sh
index a07e36f87..d3588e37c 100755
--- a/ci/jenkins_tests/run_multi_node_tests.sh
+++ b/ci/jenkins_tests/run_multi_node_tests.sh
@@ -32,3 +32,6 @@ $SUPPRESS_OUTPUT docker run --rm --shm-size=60G --memory=60G $DOCKER_SHA \
 
 $SUPPRESS_OUTPUT docker run --rm --shm-size=${SHM_SIZE} --memory=${MEMORY_SIZE} $DOCKER_SHA \
     python -m pytest /ray/python/ray/experimental/sgd/tests
+
+$SUPPRESS_OUTPUT docker run --rm --shm-size=${SHM_SIZE} --memory=${MEMORY_SIZE} $DOCKER_SHA \
+    python /ray/python/ray/experimental/sgd/examples/train_example.py
diff --git a/python/ray/experimental/sgd/__init__.py b/python/ray/experimental/sgd/__init__.py
new file mode 100644
index 000000000..e69de29bb
diff --git a/python/ray/experimental/sgd/examples/example-sgd.yaml b/python/ray/experimental/sgd/examples/example-sgd.yaml
new file mode 100644
index 000000000..1c33f888c
--- /dev/null
+++ b/python/ray/experimental/sgd/examples/example-sgd.yaml
@@ -0,0 +1,73 @@
+# An unique identifier for the head node and workers of this cluster.
+cluster_name: sgd-pytorch
+
+# The maximum number of workers nodes to launch in addition to the head
+# node. This takes precedence over min_workers. min_workers default to 0.
+min_workers: 1
+initial_workers: 1
+max_workers: 1
+
+target_utilization_fraction: 0.9
+
+# If a node is idle for this many minutes, it will be removed.
+idle_timeout_minutes: 20
+# docker:
+#     image: tensorflow/tensorflow:1.5.0-py3
+#     container_name: ray_docker
+
+# Cloud-provider specific configuration.
+provider:
+    type: aws
+    region: us-east-1
+    availability_zone: us-east-1f
+
+# How Ray will authenticate with newly launched nodes.
+auth:
+    ssh_user: ubuntu
+
+head_node:
+    InstanceType: p3.8xlarge
+    ImageId: ami-0757fc5a639fe7666
+    #    InstanceMarketOptions:
+    #        MarketType: spot
+    #        SpotOptions:
+    #            MaxPrice: "9.0"
+
+
+worker_nodes:
+    InstanceType: p3.8xlarge
+    ImageId: ami-0757fc5a639fe7666
+    # InstanceMarketOptions:
+    #     MarketType: spot
+        # SpotOptions:
+        #     MaxPrice: "9.0"
+
+    #     # Run workers on spot by default. Comment this out to use on-demand.
+    #     InstanceMarketOptions:
+    #         MarketType: spot
+
+setup_commands:
+    - ray || pip install -U https://s3-us-west-2.amazonaws.com/ray-wheels/latest/ray-0.8.0.dev2-cp36-cp36m-manylinux1_x86_64.whl
+    - conda install -y pytorch torchvision cudatoolkit=9.0 -c pytorch
+    - pip install -U ipdb ray[rllib]
+
+
+file_mounts: {
+}
+
+# Custom commands that will be run on the head node after common setup.
+head_setup_commands: []
+
+# Custom commands that will be run on worker nodes after common setup.
+worker_setup_commands: []
+
+# # Command to start ray on the head node. You don't need to change this.
+head_start_ray_commands:
+    - ray stop
+    - ray start --head --redis-port=6379 --object-manager-port=8076 --autoscaling-config=~/ray_bootstrap_config.yaml --object-store-memory=1000000000
+
+# Command to start ray on worker nodes. You don't need to change this.
+worker_start_ray_commands:
+    - ray stop
+    - ray start --redis-address=$RAY_HEAD_IP:6379 --object-manager-port=8076 --object-store-memory=1000000000
+
diff --git a/python/ray/experimental/sgd/examples/train_example.py b/python/ray/experimental/sgd/examples/train_example.py
new file mode 100644
index 000000000..9989c665f
--- /dev/null
+++ b/python/ray/experimental/sgd/examples/train_example.py
@@ -0,0 +1,40 @@
+from __future__ import absolute_import
+from __future__ import division
+from __future__ import print_function
+
+import argparse
+from ray.experimental.sgd.pytorch import PyTorchTrainer, Resources
+
+from ray.experimental.sgd.tests.pytorch_utils import (
+    model_creator, optimizer_creator, data_creator)
+
+
+def train_example(num_replicas=1, use_gpu=False):
+    trainer1 = PyTorchTrainer(
+        model_creator,
+        data_creator,
+        optimizer_creator,
+        num_replicas=num_replicas,
+        resources_per_replica=Resources(
+            num_cpus=1, num_gpus=int(use_gpu), resources={}))
+    trainer1.train()
+    trainer1.shutdown()
+
+
+if __name__ == "__main__":
+    parser = argparse.ArgumentParser()
+    parser.add_argument(
+        "--redis-address",
+        required=True,
+        type=str,
+        help="the address to use for Redis")
+    parser.add_argument(
+        "--use-gpu",
+        action="store_true",
+        default=False,
+        help="Enables GPU training")
+    args, _ = parser.parse_known_args()
+
+    import ray
+    ray.init(redis_address=args.redis_address)
+    train_example(num_replicas=2, use_gpus=args.use_gpu)