It is not just documentation, the LBSGD optimizer has bugs as mentioned at the 
bottom of this PR - 
https://github.com/apache/incubator-mxnet/pull/8918#pullrequestreview-92318451 
and they are still not all addressed. 

@mxnet-label-bot [Optimizer, Bug]

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https://github.com/apache/incubator-mxnet/issues/12171 ]
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