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Update Optimizer API #1032
This looks great, thank you for taking the time to make these changes. I think it's a big improvement, and helps up ensure that our abstractions make the code easier to work with and maintain (even though it's a lot of work to change those abstractions when we need...).
The two failing tests for softmax regression can be fixed; I think the fixes should be pretty easy. I pasted some code you can use in the comments.
Some of the comments I make apply to multiple places in the code, but I only made the comment once, so if you like, I can go back through and point out all instances. I wanted to avoid reviewing with 10000 comments though. :)