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Setup via GUI:
To start, navigate to the desired resource group and select the " + Create" - Button.
Setup via Cloud Shell:
# Remove any ML CLI extensions to avoid any conflicts az extension remove -n azure-cli-ml az extension remove -n ml
# Install the Azure Machine Learning extension az extension add -n ml -y
# Create a resource group az group create --name "rg-ml-test" --location "westeurope"
# Create a workspace az ml workspace create --name "mlw-ml-test" -g "rg-ml-test"