Add warning that sgd not in main branch version of PHATE, when `sgd_solver='sgd'`

**Describe the bug**
sgd has been removed from main branch version of PHATE, see #156.
Currently, code silently runs smacof.

**To Reproduce**
Run PHATE with sgd_solver='sgd'.

**Expected behavior**
Should warn user that sgd is no longer available

**Actual behavior**
No warning, just runs MDS with smacof