Microsoft R Server has received a new name and a major update: Microsoft ML Server 9.2 is now available. ML Server provides a scalable production platform for R — and now Python — programs. The basic idea is that a local client can push R or Python code and have it operationalized on the remote server. ML Server is also included with the Data Science Virtual Machine and HDInsight Spark clusters on Azure.
This video gives a high-level overview of the process, or you can also see details of deploying an R model or a Python model as a web service.
The related Microsoft Machine Learning Services provides similar capabilities for in-database computations within SQL Server 2017 (now with Python as well as R) and (in preview) the fully-managed Azure SQL Database. ML Services also provides real-time scoring of trained models, with predictions generated from the data in the database without invoking the R or Python engine.
Learn more about the many updates to Microsoft ML Server 9.2 in the blog post linked below.
Cortana Intelligence and Machine Learning Blog: Introducing Microsoft Machine Learning Server 9.2 Release