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.