  We study the generalization properties of stochastic gradient methods for
learning with convex loss functions and linearly parameterized functions. We
show that, in the absence of penalizations or constraints, the stability and
approximation properties of the algorithm can be controlled by tuning either
the step-size or the number of passes over the data. In this view, these
parameters can be seen to control a form of implicit regularization. Numerical
results complement the theoretical findings.
