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Add support for Sagemaker MLFlow #201

@msharp9

Description

@msharp9

Sagemaker offers a managed version of MLFlow. This server happens to be locked down in a way that it's difficult to connect to, so the AWS Sagemaker team has provided an MLFlow plugin to make connecting easier. With it you set the tracking uri to an ARN in the form of: arn:aws:sagemaker:{region}:{account-id}:mlflow-tracking-server/{server-name}. Because of this I found there were some checks in the code that didn't expect this format.

You can see this for more details:
https://docs.aws.amazon.com/sagemaker/latest/dg/mlflow-track-experiments.html

I have written a PR for this here: #200

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