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[SGD] Deprecate old TF SGD code #5093

@simon-mo

Description

@simon-mo

Describe the problem

ray.experimental.sgd is current borken. We can't run the mnist_example.py because plasma.build_tensorflow_op is failing with:

subprocess.CalledProcessError: Command '['g++', '-std=c++11', '-g', '-shared', '/home/ubuntu/anaconda3/envs/tensorflow_p36/lib/python3.6/site-packages/ray/pyarrow_files/pyarrow/tensorflow/plasma_op.cc', '-o', '/home/ubuntu/anaconda3/envs/tensorflow_p36/lib/python3.6/site-packages/ray/pyarrow_files/pyarrow/tensorflow/plasma_op.so', '-DNDEBUG', '-I/home/ubuntu/anaconda3/envs/tensorflow_p36/lib/python3.6/site-packages/ray/pyarrow_files/pyarrow/include', '-L/home/ubuntu/anaconda3/envs/tensorflow_p36/lib/python3.6/site-packages/ray/pyarrow_files/pyarrow', '-lplasma', '-larrow_python', '-larrow', '-fPIC', '-I/home/ubuntu/anaconda3/envs/tensorflow_p36/lib/python3.6/site-packages/tensorflow/include', '-D_GLIBCXX_USE_CXX11_ABI=0', '-L/home/ubuntu/anaconda3/envs/tensorflow_p36/lib/python3.6/site-packages/tensorflow', '-ltensorflow_framework', '-O2', '-DGOOGLE_CUDA']' returned non-zero exit status 1.

 /usr/bin/ld: cannot find -lplasma
 /usr/bin/ld: cannot find -larrow_python
 /usr/bin/ld: cannot find -larrow

@pcmoritz suggests we should deprecate the parts that's currently not working.

@pschafhalter can you take a look at this can deprecate the part that's no longer needed?

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