Azure PowerShell to assign the specified initiative (policy set) to the current subscription

Assign-InitiativeToCurrentSubscription.ps1

#
# Assigns the specified initiative to the currently selected subscription
#
[CmdletBinding()]
Param(
    [Parameter(Mandatory=$true, HelpMessage="The name of the initiative to assign. Example: 'Data Classification'")]
    [string]$InitiativeName
)

Get-AzureRmContext  # print out current context to inform operator

$subscription = ((Get-AzureRmContext).Subscription)

# find the initiative
$policySet = Get-AzureRmPolicySetDefinition `
    | Select-Object -Property ResourceId -ExpandProperty Properties `
    | Where-Object -Property displayName -Value $InitiativeName -EQ `
    | Select-Object -Property @{Name="Id"; Expression={$_.ResourceId} } `
    | Get-AzureRmPolicySetDefinition

# construct request
$assignmentRequests = $subscription | Select-Object @(`
    @{Name="Name"; Expression={$policySet.Name + $_.Name } }, `
    @{Name="Scope"; Expression={"/subscriptions/" + $_.SubscriptionId} }, `
    @{Name="PolicySetDefinition"; Expression={$policySet} }, `
    @{Name="PolicyParameterObject"; Expression={@{}} }, `
    @{Name="DisplayName"; Expression={$policySet.Name + " " + $_.Name} }, `
    @{Name="Sku"; Expression={@{Name = 'A1'; Tier = 'Standard'}} } `
)

# assign
$assignmentRequests | New-AzureRmPolicyAssignment