After you define your steps, you build the pipeline by using some or all of those steps. # Build the pipeline. Example: pipeline1 = Pipeline(workspace=ws, steps=[compare_models]) # Submit the pipeline to be run pipeline_run1 = Experiment(ws, 'Compare_Models_Exp').submit(pipeline1) Reference: https://docs.microsoft.com/en-us/azure/machine-learning/how-to-create-machine-learning-pipelines