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I checked every Microsoft document but was unable to find the process to automate the adding data source to chatplayground in Azure OpenAI studio and train the model using that data. There was no python method available to do it.
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Aalam ansari Greetings & Welcome to Microsoft Q&A forum!
Can you add more details about your scenario? What exactly are you trying to achieve?
Did you check this already? https://github.com/openai/openai-cookbook/blob/main/examples/azure/chat_with_your_own_data.ipynb