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feat: local download dir for Model and Estimator classes #3535

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Issue #, if available:

Description of changes:
Adds local_download_dir argument to Estimator and Model classes. This allows users the ability to specify a directory for downloading temporary artifacts. This change was motivated by the need to use a non-default download location when using the SageMaker Python SDK in SageMaker Studio (disk space limit errors were experienced).

Testing done:
Added unit tests.

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NivekNey and others added 30 commits December 2, 2022 12:48
Co-authored-by: Basil Beirouti <[email protected]>
Co-authored-by: Kalyani Nikure <[email protected]>
* Add DXB region

* Remove change from neuron

* Adding DXB to TF 2.1.0 and 2.1.1
Co-authored-by: Brock Wade <[email protected]>
Co-authored-by: Mufaddal Rohawala <[email protected]>
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/bot run notebook-tests, slow-tests

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