@Anonymous You can try to register your model/file which is in the output directory of the run by using the azure ML cli command? Once you setup the configuration of your Azure account or workspace you can simply use this command with the run id and path of the output to register the model.
Example:
az ml model register -n sklearn_mnist --asset-path outputs/sklearn_mnist_model.pkl --experiment-name myexperiment --run-id myrunid --tag area=mnist