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So you have tried to create an EC2 instance to run Deep Learning workloads on AWS (as per AWS: Machine Learning AMIs) but you can't SSH to your instance.
Deep Learning AMIs can only be launched on VPCs
This means that the VPC must be linked to an Internet Gateway in order to provide you with remote SSH access.
The funny thing is that this doesn't come configured by default, so you have to do it yourself or your connection attempts will time out.
Create an Internet Gateway and Assign it
You must create an Internet Gateway (VPC Settings) and add a route to your subnet's Route Table: