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You can now persist algorithm metrics from SageMaker Training Jobs (the ones you can collect with regexes or the ones available from built-in algorithms by default) by setting EnableSageMakerTimeSeriesMetrics through the AWS SDK or
enable_sagemaker_metrics=true
in the SageMaker Python SDK. These metrics are persisted long term, and available through Amazon SageMaker Studio. (Go to "Metrics" -> "Add Chart" from the detail page of a training job). These are available at no additional cost. -
Yes, SageMaker Experiments allow collection of similar data
Note that system metrics (CPU/GPU/Memory/Disk) are still available only through CloudWatch.
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