Add Docs for Azure OpenAI fine-tuning

docs/guides/integrations/other/azure-openai-fine-tuning.md

@@ -0,0 +1,66 @@
+---
+slug: /guides/integrations/azure-openai-fine-tuning
+description: How to Fine-Tune Azure OpenAI models using W&B.
+displayed_sidebar: default
+---
+
+# Azure OpenAI Fine-Tuning
+
+## Introduction
+Fine-tuning GPT-3.5 or GPT-4 models on Microsoft Azure using W&B allows for detailed tracking and analysis of model performance. This guide extends the concepts from the [OpenAI Fine-Tuning guide](/guides/integrations/openai) with specific steps and features for Azure OpenAI.
+
+![](/images/integrations/open_ai_auto_scan.png)
+
+:::info
+The Weights and Biases fine-tuning integration works with `openai >= 1.0`. Please install the latest version of `openai` by doing `pip install -U openai`.
+:::
+
+
+## Prerequisites
+- Azure OpenAI service set up as per [official Azure documentation](https://learn.microsoft.com/en-us/azure/ai-services/openai/tutorials/fine-tune).
+- Latest versions of `openai`, `wandb`, and other required libraries installed.
+
+## Sync Azure OpenAI fine-tuning results in W&B in 2 lines
+
+```python
+from openai import AzureOpenAI
+
+# Connect to Azure OpenAI
+client = AzureOpenAI(
+    azure_endpoint=os.getenv("AZURE_OPENAI_ENDPOINT"),
+    api_key=os.getenv("AZURE_OPENAI_KEY"),
+)
+
+# Create and validate your training and validation datasets in JSONL format,
+# upload them via the client,
+# and start a fine-tuning job.
+
+from wandb.integration.openai.fine_tuning import WandbLogger
+
+# Sync your fine-tuning results with W&B!
+WandbLogger.sync(
+    fine_tune_job_id=job_id, openai_client=client, project="your_project_name"
+)
+```
+
+### Check out interactive examples
+
+* [Demo Colab](http://wandb.me/azure-openai-colab)
+
+## Visualization and versioning in W&B
+- Utilize W&B for versioning and visualizing training and validation data as Tables.
+- The datasets and model metadata are versioned as W&B Artifacts, allowing for efficient tracking and version control.
+
+![](/images/integrations/openai_data_artifacts.png)
+
+![](/images/integrations/openai_data_visualization.png)
+
+## Retrieving the fine-tuned model
+- The fine-tuned model ID is retrievable from Azure OpenAI and is logged as a part of model metadata in W&B.
+
+![](/images/integrations/openai_model_metadata.png)
+
+## Additional resources
+- [OpenAI Fine-tuning Documentation](https://platform.openai.com/docs/guides/fine-tuning/)
+- [Azure OpenAI Fine-tuning Documentation](https://learn.microsoft.com/en-us/azure/ai-services/openai/how-to/fine-tuning?tabs=turbo%2Cpython&pivots=programming-language-python)
+- [Demo Colab](http://wandb.me/azure-openai-colab)

sidebars.js

@@ -397,6 +397,7 @@ const sidebars = {
       items: [
         // 'guides/integrations/intro',
         'guides/integrations/add-wandb-to-any-library',
+        'guides/integrations/other/azure-openai-fine-tuning',
         'guides/integrations/other/catalyst',
         'guides/integrations/dagster',
         'guides/integrations/other/databricks',
@@ -782,6 +783,7 @@ const sidebars = {
       link: { type: 'doc', id: 'guides/integrations/intro' },
       items: [
         'guides/integrations/add-wandb-to-any-library',
+        'guides/integrations/other/azure-openai-fine-tuning',
         'guides/integrations/other/catalyst',
         'guides/integrations/dagster',
         'guides/integrations/other/databricks',