@Artem Makarov Thanks for the question. In ml.azure.com you can use the AML notebook VM's. Notebook VM will eventually replace DSVM.
https://techcommunity.microsoft.com/t5/educator-developer-blog/azure-machine-learning-notebook-vm/ba-p/683785
Please follow the below document for GPU enabled VM's. You can create an Azure Machine Learning GPU Cluster.
https://learn.microsoft.com/en-us/azure/virtual-machines/sizes-gpu
https://learn.microsoft.com/en-us/azure/architecture/reference-architectures/ai/training-deep-learning
https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/deployment/accelerated-models
Can you please add more details about the use case that you are trying.
Training the models locally using local data - https://learn.microsoft.com/en-us/azure/machine-learning/how-to-configure-environment
Deploy models to AKS(GPU) - https://learn.microsoft.com/en-us/azure/machine-learning/how-to-deploy-azure-kubernetes-service
Consume models in AKS.