Formerly known as Azure AI Services or Azure Cognitive Services is a unified collection of prebuilt AI capabilities within the Microsoft Foundry platform
I was able to do it with Azure Machine Learning Labeling. After having created a workshop in computer vision portal. Go to the resource and workshop created. With project created add and classify dataset. Export the labels in Coco file, download it, add it to same blob container. At the vision portal use import drop-down and import from blob container. Your dataset is ready to be used in a model. After having tried for 2-3 times I finally got a trained model.