SageMaker Studio now supports local mode and Docker

Amazon SageMaker Studio offers integrated development environments (IDEs) for machine learning (ML) development. Studio provides tools for data preparation, experimentation and production to boost productivity. Studio users can now run SageMaker processing, training, inference and batch transform jobs locally on their Studio IDE instance. Users can also build and test SageMaker compatible Docker images locally in Studio IDEs. 

Source:: Amazon AWS