hello_world_workflow.ipynb failed CI

Link to the notebook:
https://github.com/aws/amazon-sagemaker-examples/blob/master/step-functions-data-science-sdk/hello_world_workflow/hello_world_workflow.ipynb

Error:

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Exception encountered at "In [7]":
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InvalidArn Traceback (most recent call last)
in
----> 1 basic_workflow.create()

/opt/conda/lib/python3.7/site-packages/stepfunctions/workflow/stepfunctions.py in create(self)
203
204 try:
--> 205 self.state_machine_arn = self._create()
206 except self.client.exceptions.StateMachineAlreadyExists as e:
207 self.state_machine_arn = self._extract_state_machine_arn(e)

/opt/conda/lib/python3.7/site-packages/stepfunctions/workflow/stepfunctions.py in _create(self)
215 definition=self.definition.to_json(pretty=self.format_json),
216 rol

[...]

InvalidArn: An error occurred (InvalidArn) when calling the CreateStateMachine operation: Invalid Role Arn: ''

Open step-functions-data-science-sdk/hello_world_workflow/hello_world_workflow.ipynb and inspect the code around cell In [7], where basic_workflow.create() fails. Reproduce the CI run and trace the InvalidArn error for the CreateStateMachine operation; done means the notebook workflow executes successfully in CI without the invalid role ARN error.

Written by the indexing model from the issue text.