Added a folder for SM DDP release notes

Author: piyushghai

doc/api/training/sdp_data_parallel_release_notes/sdp_data_parallel_change_log.md

@@ -0,0 +1,18 @@
+# Sagemaker Distributed Data Parallel - Release Notes
+
+- First Release
+- Getting Started
+
+## First Release
+SageMaker's distributed data parallel library extends SageMaker’s training
+capabilities on deep learning models with near-linear scaling efficiency,
+achieving fast time-to-train with minimal code changes.
+SageMaker Distributed Data Parallel :
+
+- optimizes your training job for AWS network infrastructure and EC2 instance topology.
+- takes advantage of gradient update to communicate between nodes with a custom AllReduce algorithm.
+
+The library currently supports Tensorflow v2 and PyTorch via [AWS Deep Learning Containers](https://aws.amazon.com/machine-learning/containers/).  
+
+## Getting Started
+For getting started, refer to [SageMaker Distributed Data Parallel Python SDK Guide](https://docs.aws.amazon.com/sagemaker/latest/dg/data-parallel-use-api.html#data-parallel-use-python-skd-api).