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Hi olivier, If you enable Sagemaker checkpointing , it periodically saves a copy of the artifacts into S3. I have used this in pytorch and it works by checkpointing periodically and the blog on Managed Spot Training: Save Up to 90% On Your Amazon SageMaker Training Jobs also mentions the same
To avoid restarting a training job from scratch should it be interrupted, we strongly recommend that you implement checkpointing, a technique that saves the model in training at periodic intervals
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