Make sure to follow the steps from this post to setup your Azure Virtual Machine:
http://www.etedal.net/2019/03/setting-up-azure-nc6-for-kaggle.html
Setup Jupyter remote ssh connection:
On Azure: jupyter notebook --no-browser --port=2001
On your machine: ssh -N -f -L localhost:2002:localhost:2001 remoteuser@remotehost
(Optional if you use mosh instead): mosh -ssh "
ssh -N -f -L localhost:2002:localhost:2001" remoteuser@remotehostOn your browser: localhost:2002