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SageMaker Bring Your Own Container on local mode - ProcessingOutput is not linked to local filesystem #3083

@idanmoradarthas

Description

@idanmoradarthas

Describe the feature you'd like
During the work with SageMaker BYOC on local mode (with Python SDK), we encountered the situation where the outputs of the container are staged into the SageMaker default artifact bucket. Then the SDK does not download those artifacts into the local file system.

How would this feature be used? Please describe.
We want that SDK will download the artifacts created automatically into the local file system.

Describe alternatives you've considered
We had to create a mechanism to download those files by ourselves:
Lack_of_impl_on_S3_outputs_download
In the following snippet of code, we used https://github.com/aws-samples/amazon-sagemaker-local-mode/blob/main/scikit_learn_bring_your_own_container_local_processing/scikit_learn_bring_your_own_container_local_processing.py as a reference (also used the output_config dictionary)

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