Similar to AWS, Microsoft is another leading cloud services provider for building and managing applications through Microsoft-managed data centers. The name of the cloud service is Microsoft Azure, which offers SaaS, PaaS, and IaaS and supports various tools and frameworks. For running deep learning models in Azure, we can use its deep learning virtual machines that have the necessary deep learning libraries installed. Microsoft Azure is a fast, flexible, scalable, and cheaper platform with 24/7 support. It offers automatic patch management for the virtual machines so that users can focus on building and deploying their applications rather than managing the infrastructure. In this recipe, we will go through the steps of setting up a deep learning environment on Microsoft Azure for training our models.