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[Feature Request] Scikit-learn local mode support (or, a refactor to allow it for all frameworks?) #745

@zmjjmz

Description

@zmjjmz

System Information

  • Framework (e.g. TensorFlow) / Algorithm (e.g. KMeans): Scikit-Learn
  • Framework Version: 0.20.0
  • Python Version: 2.7
  • CPU or GPU: n/a
  • Python SDK Version: 1.18.13
  • Are you using a custom image: no

Describe the problem

The scikit learn framework doesn't seem to support the 'local' instance type for either training jobs or the prediction endpoint.

Any call like sagemaker.sklearn.estimator.SKLearn(..., train_instance_type='local') or sklearn_estimator.deploy(..., instance_type='local') results in botocore.exceptions.ClientError: An error occurred (ValidationException) when calling the CreateTrainingJob operation: 1 validation error detected: Value 'local' at 'resourceConfig.instanceType' failed to satisfy constraint.

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