I have chosen NC6 and Ubuntu 18.04

Install the following using Lambda Stack:
Deep Learning frameworks: TensorFlow, Keras, PyTorch, Caffe, Caffe 2
GPU software: CUDA, cuDNN, NVIDIA drivers
Development tools: git, tmux, screen, vim, emacs, htop, valgrind, build-essential
Using Kaggle’s beta API, you can interact with Competitions and Datasets to download data, make submissions, and more via the command line.

LAMBDA_REPO=$(mktemp) && \
wget -O${LAMBDA_REPO} https://lambdalabs.com/static/misc/lambda-stack-repo.deb && \
sudo dpkg -i ${LAMBDA_REPO} && rm -f ${LAMBDA_REPO} && \
sudo apt-get update && sudo apt-get install -y lambda-stack-cuda
sudo reboot
pip3 install xgboost
pip3 install kaggle

Kaggle CLI address should be added to the $PATH. Find the path and add it to .profile as follows:

pip3 show kaggle

After editing ~/.profile, download kaggle.json from kaggle.com and:

scp ~/Downloads/kaggle.json usrname@AZURE_IP_ADDRESS:/home/username/.kaggle