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Update: So far I started using Prefect (http://prefect.io). With this I can work on my local computer, submit code to Azure Blob Storage and the Prefect server. After which a agent (worker) runs the code. Logging/Metrics are not implemented yet, I might use MLFlow for this (http://mlflow.org). Furthermore, there is still a dependency on a cloud solution to store your Flows (programs) to run them on agents.