In this paper we consider learning in passive setting but with a slight modification. We assume that the target expected loss, also referred to as target risk, is provided in advance for learner as prior knowledge. Unlike most studies in the learning theory that only incorporate the prior knowledge into the generalization bounds, we are able to explicitly utilize the target risk in the learning process. Our analysis reveals a surprising result on the sample complexity of learning: by exploiting the target risk in the learning algorithm, we show that when the loss function is both strongly convex and smooth, the sample complexity reduces to O(log(1ϵ)), an exponential improvement compared to the sample complexity O(1ϵ) for learning with strongly convex loss functions. Furthermore, our proof is constructive and is based on a computationally efficient stochastic optimization algorithm for such settings which demonstrate that the proposed algorithm is practically useful.