[sgd] Deprecate old distributed SGD implementation

[pschafhalter]

What do these changes do?

• Removes old experimental SGD implementation

Related issue number

Closes #5093

Linter

• I've run scripts/format.sh to lint the changes in this PR.

[AmplabJenkins]

Test PASSed.
Refer to this link for build results (access rights to CI server needed):
https://amplab.cs.berkeley.edu/jenkins//job/Ray-PRB/15273/
Test PASSed.

[AmplabJenkins]

Test FAILed.
Refer to this link for build results (access rights to CI server needed):
https://amplab.cs.berkeley.edu/jenkins//job/Ray-Perf-Integration-PRB/1583/
Test FAILed.

[richardliaw]

does README of the repo need to change?

[AmplabJenkins]

Test FAILed.
Refer to this link for build results (access rights to CI server needed):
https://amplab.cs.berkeley.edu/jenkins//job/Ray-Perf-Integration-PRB/1594/
Test FAILed.

[AmplabJenkins]

Test PASSed.
Refer to this link for build results (access rights to CI server needed):
https://amplab.cs.berkeley.edu/jenkins//job/Ray-PRB/15284/
Test PASSed.

[ericl]

You also want to remove the jenkins tests from run_multi_node_tests.sh

[pschafhalter]

You also want to remove the jenkins tests from run_multi_node_tests.sh

I think I removed those already in a previous PR since they were failing.