Fix typo in documentation (scikit-learn#8600)

x_i should be in R^m (as n is the number of features)

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)`.