2_retail_recommend_train_tune.ipynb failed CI

Link to the notebook:
https://github.com/aws/amazon-sagemaker-examples/blob/master/use-cases/retail_recommend/2_retail_recommend_train_tune.ipynb

Error:

---------------------------------------------------------------------------
Exception encountered at "In [6]":
---------------------------------------------------------------------------
FileNotFoundError Traceback (most recent call last)
in
1 # load array
----> 2 X_train = load_npz('./data/X_train.npz')
3 X_test = load_npz('./data/X_test.npz')
4 y_train_npzfile = np.load('./data/y_train.npz')
5 y_test_npzfile = np.load('./data/y_test.npz')

/opt/conda/lib/python3.7/site-packages/scipy/sparse/_matrix_io.py in load_npz(file)
129 """
130
--> 131 with np.load(file, **PICKLE_KWARGS) as loaded:
132 try:
133 matrix_format = loaded['format']

/opt/conda/lib/python3.7/site-packages/numpy/lib/npyio.py in load(file, mmap_mode, allow_pickle, fix_imports, encoding)
426 own_fid = False
427

[...]

FileNotFoundError: [Errno 2] No such file or directory: './data/X_train.npz'

Open 2_retail_recommend_train_tune.ipynb and inspect the cells around In [6], where the missing ./data/X_train.npz and related files are loaded. Reproduce the CI run and verify that the notebook completes without the FileNotFoundError.

Written by the indexing model from the issue text.