change: Check that session is a LocalSession when using local mode

[larroy]

if the user passes sagemaker.session.Session the error message is not clear.

Description of changes:

If the user passes a session object to the estimator and tries to train in local mode, the fit method returns an error:

ClientError: An error occurred (ValidationException) when calling the CreateTrainingJob operation: 1 validation error detected: Value 'local_gpu' at 'resourceConfig.instanceType' failed to satisfy constraint: Member must satisfy enum value set: [ml.p2.xlarge, ml.m5.4xlarge, ml.m4.16xlarge, ml.c5n.xlarge, ml.p3.16xlarge, ml.m5.large, ml.p2.16xlarge, ml.c4.2xlarge, ml.c5.2xlarge, ml.c4.4xlarge, ml.c5.4xlarge, ml.c5n.18xlarge, ml.g4dn.xlarge, ml.g4dn.12xlarge, ml.c4.8xlarge, ml.g4dn.2xlarge, ml.c5.9xlarge, ml.g4dn.4xlarge, ml.c5.xlarge, ml.g4dn.16xlarge, ml.c4.xlarge, ml.g4dn.8xlarge, ml.c5n.2xlarge, ml.c5n.4xlarge, ml.c5.18xlarge, ml.p3dn.24xlarge, ml.p3.2xlarge, ml.m5.xlarge, ml.m4.10xlarge, ml.c5n.9xlarge, ml.m5.12xlarge, ml.m4.xlarge, ml.m5.24xlarge, ml.m4.2xlarge, ml.p2.8xlarge, ml.m5.2xlarge, ml.p3.8xlarge, ml.m4.4xlarge]

When using train_instance_type "local" or "local_gpu", session should inherit from LocalSession. This change makes the error happen before and specify the cause more clear instance_type local or local_gpu is only supported with an instance of LocalSession.

Testing done:

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[chuyang-deng]

Thanks for your contribution! Please run tox -e black-format to resolve the black-format error.

Please address (might be gone after you run tox -e black-format):
./src/sagemaker/estimator.py:222:121: E501 line too long (121 > 120 characters)
src/sagemaker/estimator.py:222:0: C0301: Line too long (121/100)

Please make sure that your change will pass tests/integ/test_airflow_config.py

Please also add unit tests for your change in: https://github.com/aws/sagemaker-python-sdk/blob/master/tests/unit/test_estimator.py

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[larroy]

@ChuyangDeng @laurenyu please review, CI is now green.

[laurenyu]

thanks for the contribution!

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