Use validation set to decide on best epoch and save that model

[barapa]

At least for Hessian Free, it would be very useful to automatically save the best performing epoch on a validation set as the network to use. Currently, we are watching the actual test set, so it would be cheating to use it to determine when to stop. Additionally, we need a way to save the whole model each time as the 'final' model, when the error on validation is lowest. This would require bringing the save functionality inside the Hessian Training function.