[nostalgebraist]

You are confusing Sagemaker (the AWS product) with the Sagemaker python SDK.

The Sagemaker python SDK provides a usability wrapper around API calls (etc) that trigger Sagemaker (the product) to do things. In the usage example I screenshotted, these include running a user-provided script "train.py" in a Docker container with mxnet installed.

All the ML happens inside the Docker container, and this process does not any use code from the SDK. The SDK contains non-ML code intended to help the user kick off such jobs. The SDK's Estimator class is purely a helper for using Docker and the Sagemaker API, and is only useful when all the ML code has already been written.