HyperparameterTuner does not support TrainingJobDefinition[s]

[jerrypeng7773]

Describe the feature you'd like

currently, HyperparameterTuner only support one estimator, and this translates to a single TrainingJobDefinition when constructing the CreateHyperParameterTuningJobRequest. However, the CreateHyperParameterTuningJobRequest accepts TrainingJobDefinition[s] to run HPO job in multi-algo mode.

How would this feature be used? Please describe.

This is supported in create API, so would be useful to support in python SDK level.

Describe alternatives you've considered
A clear and concise description of any alternative solutions or features you've considered.

Additional context
Add any other context or screenshots about the feature request here.

[akrishna1995]

We have added your feature request to our backlog of feature requests and may consider putting it into future SDK versions. I will go ahead and close the issue now, please let me know if you have any more feedback.