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Hello.
I think you need to open a case with AWS Support under "Account and billing" and explain the situation and have them take action.
Inquiries under "Account and billing" can be made free of charge.
As I have experienced in the past, it seems that service quota applications may be rejected depending on the usage history of the AWS account.
https://docs.aws.amazon.com/awssupport/latest/user/case-management.html
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To clarify, you can directly request an increase to your account's regional limit for SM Domains here: https://console.aws.amazon.com/servicequotas/home/services/sagemaker/quotas/L-B683BCB0 (check it opens in the correct AWS Region you want to use, and it's worth reviewing your other SageMaker quotas too) - but as Riku said, if your account has no usage history you might need to speak to account & billing if the quota request doesn't get approved.