I solved the problem on my own:
reduced the number of folds to reduce the time the algorithm needs to finish. ( set hyperparameter _kfold: 2 )
Another possibility would be to increase the time the algorithm is allowed to run to let the algorithm finish.
After giving the algorithm enough time to finish, it completed and also stored the model in s3.
So the problem was to store the model on termination: I suppose the default time of 120 seconds was not enough.
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