Yes, it is possible to connect a private GitLab to SageMaker Studio and Notebooks. You will find the detailed steps that you can use in this blog post.
The standard documentation on Git repository associations can be found here.
If you are interested in how to build MLOps workflows with Amazon SageMaker projects, GitLab, and GitLab pipelines this recent blog provides valuable information.
You can also do the same configuration in a VPC, just ensure you have a route to your private GitLab repository.
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