Configure logging with Azure Machine Learning studio
You can also enable Azure Application Insights from Azure Machine Learning studio. When you're ready to deploy your model as a web service, use the following steps to enable Application Insights:
1. Sign in to the studio at https://ml.azure.com.
2. Go to Models and select the model you want to deploy.
3. Select +Deploy.
4. Populate the Deploy model form.
5. Expand the Advanced menu.
6. Select Enable Application Insights diagnostics and data collection.

Reference:
https://docs.microsoft.com/en-us/azure/machine-learning/how-to-enable-app-insights