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

[Ryan Curtin]

It's worth taking a look at `math::Random()` and `math::RandomSeed()` to get random numbers instead.  I can't speak to thread-safety (I know it was something @stephentu thought about a while ago but I can't remember the outcome), but it would be nice to keep all of our RNG needs in one place.

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