Publish wheels to PyPI

[hajapy]

Describe the feature you'd like To be able to install sagemaker-training from wheels on pypi without having to compile extensions myself.

How would this feature be used? Please describe. Users would leverage pip to install sagemaker-training, but not need to have compiler toolchain and python dev headers installed. The installation should be faster and less error prone.

Describe alternatives you've considered Status quo: takes extra time to install this library from pypi, can error out if necessary build dependencies are missing. This is suboptimal, but the current state of things.

Additional context This is also requested for sagemaker-sdk: https://github.com/aws/sagemaker-python-sdk/issues/3181