title: XGBoost Model in AWS-Sagemaker Fails with no error message
body: <p>I'm trying to get a model using the XGBoost classifier in AWS-Sagemaker.  I'm following the abalone example, but when I run it to build the training job it states InProgress 3 times and then just states Failed.  Where do I go to find why it failed?  </p>
  
  <p>I've double checked the parameters and made sure the input and output files and directories in S3 were correct.  I know there is permission to read and write because when setting up the data for train/validate/test I read and write to S3 with no problems.</p>
  
  <pre><code>print(status)
  while status !='Completed' and status!='Failed':
      time.sleep(60)
      status = client.describe_training_job(TrainingJobName=job_name)['TrainingJobStatus']
      print(status)
  </code></pre>
  
  <p>That is the code where the print statements come from.  Is there something I can add to receive a better error message?</p>