[MRG] Fix typo in SGD documentation
diff --git a/doc/modules/sgd.rst b/doc/modules/sgd.rst
index 7c515d5459cec..e8febda201bf7 100644
--- a/doc/modules/sgd.rst
+++ b/doc/modules/sgd.rst
@@ -279,7 +279,7 @@ Mathematical formulation
 ========================
 
 Given a set of training examples :math:`(x_1, y_1), \ldots, (x_n, y_n)` where
-:math:`x_i \in \mathbf{R}^n` and :math:`y_i \in \{-1,1\}`, our goal is to
+:math:`x_i \in \mathbf{R}^m` and :math:`y_i \in \{-1,1\}`, our goal is to
 learn a linear scoring function :math:`f(x) = w^T x + b` with model parameters
 :math:`w \in \mathbf{R}^m` and intercept :math:`b \in \mathbf{R}`. In order
 to make predictions, we simply look at the sign of :math:`f(x)`.


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#### Reference Issue
Fixes #8599 

#### What does this implement/fix? Explain your changes.
Fixes what seems to be a typo in a SGD documentation
`x_i` should be `in R^m` (as `n` is the number of features) - better illustrated in the issue ^
