Initialize this SageMaker Session.

        Creates or uses a boto_session, sagemaker_client and sagemaker_runtime_client.
        Sets the region_name.

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

        Creates or uses a boto_session, sagemaker_client and sagemaker_runtime_client.
        Sets the region_name.
        """
        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 = sagemaker_client or self.boto_session.client('sagemaker')
        prepend_user_agent(self.sagemaker_client)

        if sagemaker_runtime_client is not None:
            self.sagemaker_runtime_client = sagemaker_runtime_client
        else:
            config = botocore.config.Config(read_timeout=80)
            self.sagemaker_runtime_client = self.boto_session.client('runtime.sagemaker', config=config)

        prepend_user_agent(self.sagemaker_runtime_client)

        self.local_mode = False