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Hello,
Thank you for using AWS SageMaker.
Using Xpress models on SageMaker will have similar pros and cons of using Bring your container(BYOC) on SageMaker.
While using BYOC users have all the options to control the package version and their desire packages at their end and will have full control over it with the help of docker image. But it requires intermediate knowledge of Docker and is not recommended unless you are comfortable writing your own machine learning algorithm. Along with that you will need to maintain your docker image and any sort of update that is required for the dependent packages to run your inference code.
For more details, I'd recommend you to visit our AWS public documentation in BYOC. If incase any further assistance is required, I'd recommend to open a case with SageMaker Support engineering team for further guidance. To open a support case with AWS using the link: https://console.aws.amazon.com/support/home?#/case/create
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