[scikit-learn] [GSoC 2017] First Draft, request for suggestions - Improve Online Learning of Linear Models.

[Karan Desai]

Oh, and I forgot to mention. Some of the easily doable callbacks include: 1. 
    Verbose Logs (maybe progress bars ? Saw an issue earlier)
 2. 
    Model Checkpoints
 3. 
    Early Stopping
 4. 
    Learning Rate annealing

As a second alternative, we can boil everything down and simply define learning
rate strategies, like linear, polynomial or exponential decreasing after fixed
amount of epochs.For a very naive alternative, we can even end up allowing the
user to provide a list having length equal to max_iter if it is specified. But
this doesn't sound too appetizing to me.
Karan.
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