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modifications to support proximal optimization #778

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salbert83
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In some of my tests, using proximal optimization for regularization functions (like L1 and L2 norms) has been quite efficient,

f::Function
end

shrink(α) = f(z) = z > α ? α : z < -α ? -α : z
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Passing a closure to the forward pass can be simplified since we already have alpha. Might be worth just making it into a normal function and combining it in the update rule?

@ToucheSir
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L1 and L2 norm clipping landed in #1133, so this can be closed.

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