title: Df.to_csv works with S3 bucket, but df.to_excel does not
body: <p>I will try to phrase this the best I can. I want to write/append to an xls/xlsx file from Sagemaker that is in an S3 bucket. There is an empty excel sheet for each file type (csv,xls,xlsx) in the S3 bucket that I upload prior to. I am able to write/append a df to the empty csv file in the S3 bucket no problem. But it does not work for xls/xlsx. Here is the code I am using for the csv:</p>
  <pre><code>df.to_csv('s3://bucket_name/temp/Database.csv', index=False, mode = 'w', header = False)
  </code></pre>
  <p>Here is the code I am using for the xlsx file:</p>
  <pre><code>with pd.ExcelWriter('s3://bucket_name/project/Database.xlsx', mode = 'w', engine=&quot;xlsxwriter&quot;) as writer:
      df.to_excel(writer, &quot;Sheet 1&quot;)  
      writer.save()
  </code></pre>
  <p><em>Note: For xls, I just change the engine to openpyxl and change the file path to the xls one</em></p>
  <p>I get this from the above code when running for xlsx/xls:</p>
  <pre><code>FileCreateError: [Errno 2] No such file or directory: 's3://bucket_name/project/Database.xlsx'
  </code></pre>
  <p>Even though it is in the exact same location as the other one.
  I am not sure what the problem is but I have not found any solution. I have tried adding 'r' to make it a raw string, I have tried changing the slashes around, but nothing seems to work. Does anyone that has experience with xlsxwriter/openpyxl know what the problem could be?</p>