doc: add mandatory sagemaker_role argument to Local mode example. (#709)

Author: mvsusp

doc/overview.rst

@@ -180,6 +180,7 @@ Here is an end-to-end example:
     from sagemaker.mxnet import MXNet
 
     mxnet_estimator = MXNet('train.py',
+                            role='SageMakerRole',
                             train_instance_type='local',
                             train_instance_count=1,
                             framework_version='1.2.1')
@@ -712,4 +713,4 @@ You can use Apache Airflow to author, schedule and monitor SageMaker workflow.
 
 For more information, see `SageMaker Workflow in Apache Airflow`_.
 
-.. _SageMaker Workflow in Apache Airflow: https://github.com/aws/sagemaker-python-sdk/blob/master/src/sagemaker/workflow/README.rst
+.. _SageMaker Workflow in Apache Airflow: https://github.com/aws/sagemaker-python-sdk/blob/master/src/sagemaker/workflow/README.rst