sageMaker

Enable access to AWS STS AssumeRole:

Go yo IAM->Role of your user and add under Trust Relationships

{
    "Version": "2012-10-17",
    "Statement": [
        {
            "Effect": "Allow",
            "Principal": {
                "Federated": "arn:aws:iam::<ACCOUNT_ID>:saml-provider/Okta"
            },
            "Action": "sts:AssumeRoleWithSAML",
            "Condition": {
                "StringEquals": {
                    "SAML:aud": "https://signin.aws.amazon.com/saml"
                }
            }
        },
        {
            "Sid": "",
            "Effect": "Allow",
            "Principal": {
                "Service": "sagemaker.amazonaws.com"
            },
            "Action": "sts:AssumeRole"
        }
    ]
}