kge_mxnet_hypertune.ipynb failed CI

Link to the notebook:
https://github.com/aws/amazon-sagemaker-examples/blob/master/sagemaker-python-sdk/dgl_kge/kge_mxnet_hypertune.ipynb

Error:

---------------------------------------------------------------------------
Exception encountered at "In [7]":
---------------------------------------------------------------------------
UnexpectedStatusException Traceback (most recent call last)
in
----> 1 tuner.fit()

/usr/local/lib/python3.7/site-packages/sagemaker/tuner.py in fit(self, inputs, job_name, include_cls_metadata, estimator_kwargs, wait, **kwargs)
447
448 if wait:
--> 449 self.latest_tuning_job.wait()
450
451 def _fit_with_estimator(self, inputs, job_name, include_cls_metadata, **kwargs):

/usr/local/lib/python3.7/site-packages/sagemaker/tuner.py in wait(self)
1571 def wait(self):
1572 """Placeholder docst

[...]

UnexpectedStatusException: Error for HyperParameterTuning job mxnet-training-210511-0009: Failed. Reason: No training job succeeded after 5 attempts. Please take a look at the training job failures to get more details.

Start with sagemaker-python-sdk/dgl_kge/kge_mxnet_hypertune.ipynb and inspect the failure at In [7], where tuner.fit() reports that no training job succeeded after five attempts. Review the failed SageMaker training jobs for their detailed errors; done means the notebook completes successfully in CI.

Written by the indexing model from the issue text.