tests should go tests. May be like below?
1. tests/python/train/test_contrib_svrg.py : Full end to end train and testing. 
See test_mlp.py as an example. Please, note, it should be faster (< 2 min at 
max?). If it is longer than that, we need to move it to nightly test.
2. tests/python/unittest/test_contrib_svrgmodule.py / ..._svrgoptimizer.py etc..

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https://github.com/apache/incubator-mxnet/pull/12376 ]
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