Build Docker image:
sudo docker build -t ml_dev:latest .
Run interactive docker session, where "PWD" is your current working directory in the terminal:
sudo docker run -it --rm -p 8888:8888 -v "${PWD}":/home/ ml_dev:latest
Then go to your vscode and open your working directoy, and press Crtl + Shift + p and select:
Dev containers: Attach to runnig container...
A new VsCode window will open up, now you can start working with jupyter files, python files, debuggers, etc.
For jupyter notebooks install the "Jupyter" extension on the the VsCode window.