[mlpack-git] [mlpack/mlpack] parallel sgd (#603)

[stereomatchingkiss]

>I think std::rand() is std::rand() is thread safe. 

Maybe yes, maybe no, it is implemented dependent as stephentu said, please check the answer of  [stack overflow](http://stackoverflow.com/questions/6161322/using-stdlibs-rand-from-multiple-threads) if you want more info.

Besides, std::rand is quite old, c++11 provide us much better choice than std::rand(if std::rand is good enough for this case, just use it). You can check out this [post ](http://stackoverflow.com/questions/32927722/how-to-use-random-to-replace-rand)if you want to know std::rand or `<random>`

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