Initialize this Local SageMaker Session.

def _initialize(self, boto_session, sagemaker_client, sagemaker_runtime_client):
        """Initialize this Local SageMaker Session."""

        self.boto_session = boto_session or boto3.Session()
        self._region_name = self.boto_session.region_name

        if self._region_name is None:
            raise ValueError('Must setup local AWS configuration with a region supported by SageMaker.')

        self.sagemaker_client = LocalSagemakerClient(self)
        self.sagemaker_runtime_client = LocalSagemakerRuntimeClient(self.config)
        self.local_mode = True