It uses a mounted EBS(Elastic Block Store) so all the checkpoints, data etc. is already in the persistence storage. This is simply be re-attached to the next spot/onDemand instance after interruption.
Edit: Also no GPU support AFAIK but https://github.com/twosigma/fastfreeze looks really nice, turnkey. I wonder if I write to a fast persistent disk if I can get higher maximum ram than over the NW
(or, hacking on a checkpoint idea, have a daemon periodically 'checkpoint' other programs so even if it's too slow over 60 seconds, revert to the last checkpoint. Even an rsync like application where only send the changes)