step_functions_mlworkflow_scikit_learn_data_processing_and_model_evaluation issues

https://github.com/awslabs/amazon-sagemaker-examples/blob/master/step-functions-data-science-sdk/step_functions_mlworkflow_processing/step_functions_mlworkflow_scikit_learn_data_processing_and_model_evaluation.ipynb

After calling:
```
execution_output = execution.get_output(wait=True)
```
This error occurs:
```
ParamValidationError: Parameter validation failed:
Invalid length for parameter roleArn, value: 0, valid range: 1-inf
```