Link to SAG paper dead, also should be mentionened in docstring #7512
Description
The current link to the SAG paper in the LogisticRegression user guide is dead:
http://scikit-learn.org/dev/modules/linear_model.html#id23
Also, I think the methods should also (or maybe instead) be cited in the docstring of LogisticRegression, which currently only mentions the liblinear paper.