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sagemaker limitations #3619

@Shaked35

Description

@Shaked35

Describe the feature you'd like
I am using SageMaker hyperopt parameters tuning, and I found some limitations.
There is a limit of 2500 characters in shared_parameters, so I can't pass X columns as features.
The number of categories is limited to 30 as I see it (I'm not sure this is the actual limit). We need more categories.
The number of characters in a categorial element is limited to 256, but we are able to handle long strings.

How would this feature be used? Please describe.
run more hyperparameters with different features

AWS Case id: 11867695551

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