It is possible to connect your locally-running instance of VSCode to a Kubeflow notebook instance running in cluster via Microsoft dev tunnels through the use of VSCode CLI (installed in kubeflow). To do so, you authenticate a tunnel with either your Microsoft or GitHub credentials.
Background is available here and setup instructions are below.
Setup in Kubeflow
Install and run VSCode CLI in kubeflow by following the steps below
Connect to your kubeflow notebook instance in your Cake cluster


Launch a terminal instance from within your kubeflow notebook

Install VSCode CLI and run
tunnelby executing the commands below.Navigate to your home directory
cd ~Download and install VSCode CLI
curl -Lk 'https://code.visualstudio.com/sha/download?build=stable&os=cli-alpine-x64' --output vscode_cli.tar.gz tar -xf vscode_cli.tar.gzRun the tunnel parameter
./code tunnelFollow the prompts to allow authentication with either
MicrosoftorGitHub.
Connect from VSCode
Establish a tunnel from your local VSCode instance by following the steps below
Open Visual Studio Code
Install the Remote Explorer VSCode extension
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Click the “<>” icon in the lower-left corner of the screen
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Select tunnel
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Click Allow when prompted to login to Github, and continue until you are logged in to Github.
In VS Code, select the Kubeflow Notebook that now appears in the list
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In the lower-left corner it will now indicate that you are connected to the remote Notebook server
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You can then open a Folder and begin working in the Kubeflow Notebook Server environment
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Upgrade to a Newer Version
If needed, upgrade to a nwer version of VSCode CLI in your kubeflow notebook instance
Repeat the above steps to download a newer version of VSCode CLI
If you encounter issues, clear out the old cache directories with the following command
rm -rf ~/.vscode*