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Hi,
You can easily do this, either from the console or using the SageMaker SDK.
From the console navigate to:
SageMaker > Training > Training Jobs > Select the training job you wish > Scroll near the bottom and find the Output > click on the S3 link > click on download.
In case you used SageMaker model tuning and you have a lot of training jobs, you can instead go to
SageMaker > Training > Hyperparameter tuning jobs > Select tuning job > Best training job > click on the name link > this takes you to the training job, > Scroll near the bottom and find the Output > click on the S3 link > click on download.
Once you have downloaded the model, you can use the open-source xgboost package to load the model and perform predictions as you wish on your local system.
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I would appreciate a tutorial. If I download the model.tar.gz, how can I configure it on my local computer's a random editor such as PyCharm?