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Feat: Feature Store in Sagemaker SDK v3 #5496

@dohuyduc2002

Description

@dohuyduc2002

Description
While reviewing the documentation and source code for the SageMaker SDK 3.x, I noticed that the sagemaker.feature_store module—available in SDK 2.x—appears to be missing. I could not find references to this feature in the current SDK or its documentation.

Use Case
I am in the process of migrating part of an existing SageMaker application from SDK 2.x to SDK 3.x. The application relies on sagemaker.feature_store for managing feature groups and interacting with the SageMaker Feature Store. The absence of this module is blocking the migration.

Expected Behavior
Feature Store functionality should be available in SDK 3.x, either under the same namespace or a clearly documented alternative. If the feature has been relocated, deprecated, or redesigned, clear migration guidance would be helpful.

Additional Question
Is Feature Store support planned for SDK 3.x? If so, is there an expected timeline or recommended migration path?

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