From the AWS console go to:

1. Top right corner of console and click on {your account name} > My Service Quotas
2. left nav “AWS Services”
3. Search for “Sagemaker”
4. Select “Amazon SageMaker“
5. Search for the size instance you want to raise quote on, eg “ml.g5.2xlarge”
6. Click the resulting Quota name to increase
7. Click the orange “Request Quota Increase”
8. In the “Change quota value” box enter the number required and press orange Request button. The request has now been made.
9. Click “Dashboard” from the left nav

I had to wait about 10-15 mins for an m4.large quota increase to take effect, but I only realised that by trying every few mins to run my Jupyter notebook script until it started running – the dashboard itself still says “Quota requested” but my script is now running.