Disclaimer: this isn't about the old classic drag and drop ML studio!
Developing machine learning models or data science applications on Microsoft stack is not a very nice experience. The main tool is Azure Machine Learning Studio and it doesn't provide a good story for DevOps, Source Control or using open source ML tools/IDEs heavily used by data scientists.
A new cloud service has been recently added to Azure to solve those problems and make ML and app development go hand in hand and in harmony.
Meet Azure Machine Learning Service! It's a one-stop shop that you can use to develop, deploy and manage machine learning models.