We've shown a few times here how you can run R code on data in the cloud with Azure ML Studio, and even how to enable that code as a web service to be called from other applications. But what if you want to run code in a compiled language, like C++? Fortunately, you can take advantage of R's built-in support for compiled code, and call it from a package you upload to Azure ML. (A similar process works for Python.) You can read the details in the blog post, Running Compiled Code on Azure ML in R and Python.
Cortana Intelligence and Machine Learning Blog: Running Compiled Code on Azure ML in R and Python