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Feature Group Athena Query allow setting the Athena workgroup, currently it only running in Primary workgroup of Athena #3176

@rahulsing

Description

@rahulsing

Describe the feature you'd like
Not able to set workgroup for Athena query running on feature group.
If I try to set:
identity_query.run(query_string=query_string, output_location='s3://'+default_s3_bucket_name+'/query_results/',workgroup='non-primaty')
Getting the below error:
TypeError: run() got an unexpected keyword argument 'workgroup'

How would this feature be used? Please describe.
This will allow Athena query to run with project specific workgroup instead of running all the query in primary.

Describe alternatives you've considered
Non for now, only boto3 is any option to use for querying by setting the workgroup

Additional context
Athena start_query_execution has this capability.
image
But missing in SageMaker SDK:
image

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