On my Surface Pro 4, I have found that it does not always wake up from sleep mode. It sometimes comes up with a black screen, even though the keyboard backlight is lit up.
The fix is to power down hard (press and hold the power button for 30 seconds). Then after it is completely off, press and hold the volume UP button (F6) and then while still holding it, press and hold the power button with both keys pressed down for 15 seconds.
Also, while searching for a fix, I also came across another helpful article with fixes for the Surface Pro 4.