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The following example shows how to update your TrainingSet: 
ts = TrainingSetClient.get_training_set("my-training-set")

ts.description = "widget transactions"
ts.metadata.update({"region": "west"})

updated = TrainingSetClient.update_training_set(ts)

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Update TrainingSetVersion

The following example shows how to update your TrainingSetVersion: 
tsv = TrainingSetClient.get_training_set_version("my-training-set", 2)

tsv.description = "2020 transactions"
tsv.metadata.update({"status": "final"})

updated = TrainingSetClient.update_training_set_version(tsv)