My plan is to have a AWS Step Functions state machine (DAG) that treats running a ClearML job as one step (task) in the DAG.
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Yep, that should work
That said, after you have that working, I would actually check pipelines + clearml aws autoscaler, easier setup, and possibly cheaper on the cloud (Lambda vs EC2 instance)

If this works, we might be able to fully replace Metaflow with ClearML!

Can't wait for your blog post on it 😉