Unclosed files in sagemaker.config

[jmahlik]

Describe the bug
Unclosed file leaks causing a resource warning.

sagemaker-python-sdk/src/sagemaker/config/config.py

Line 184 in c799d1a

return yaml.safe_load(open(inferred_file_path, "r"))

Discovered this when running a test suite that uses sagemaker and has warnings enabled. It's an actual bug since a user will end up with a open config file that's never closed which can case all kinds of weird behaviors.

To reproduce
A clear, step-by-step set of instructions to reproduce the bug.
The provided code need to be complete and runnable, if additional data is needed, please include them in the issue.

python -X dev -X tracemalloc=20 -m pytest ./tests/unit/sagemaker/config -W error

E                   Traceback (most recent call last):
E                     File "C:\Users\xxx\.venv\Lib\site-packages\sagemaker\config\config.py", line 184, in _load_config_from_file
E                       return yaml.safe_load(open(inferred_file_path, "r"))
E                              ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
E                   ResourceWarning: unclosed file <_io.TextIOWrapper name='C:\\Users\\xxx\\.sagemaker\\config.yaml' mode='r' encoding='cp1252'>

Expected behavior
Close the file properly, use a with statement.

Screenshots or logs
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System information
A description of your system. Please provide:

• SageMaker Python SDK version: master
• Framework name (eg. PyTorch) or algorithm (eg. KMeans): n/a
• Framework version: n/a
• Python version: 3.11
• CPU or GPU: cpu
• Custom Docker image (Y/N): n/a

Additional context
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[jmahlik]

Running the tests that way actually segfaulted python on Windows...