Use VM managed identity for login

[SimonYansenZhao]

Description

This PR resolves the issue #2171 by updating the testing workflows to use the Azure VM managed identity for login. It's tested in the PR #2174 .

• Update the doc: tests/README.md
• NOTE: Additional setup is required before this PR is merged:
  1. Create a Azure VM with Ubuntu 22.04
  * Configure the managed identity on creation: Management → Identity → Enable system assigned managed identity
  * Choosee Ubuntu 22.04 instead of 24.04, because PowerShell does not have packages on 24.04
  2. Go to the AML workspace (azureml-test-workspace) and grant the following roles to the VM's managed identity
  * AzureML Compute Operator
  * AzureML Data Scientist
  * Reader
  3. Install PowerShell, Azure CLI and Azure PowerShell on the VM
  4. Go to Recommenders → Settings → Actions → Runners → New self-hosted runner
  Run the command on the VM
  5. Change the following secret values with the IDs of the VM: Settings → Secrets and variables → Actions → New repository secret
  * AZURE_VM_TENANT_ID
  * AZURE_VM_SUBSCRIPTION_ID

Related Issues

• [FEATURE] Change the current service principal to managed identity for the AzureML tests #2171

References

Checklist:

• I have followed the contribution guidelines and code style for this project.
• I have added tests covering my contributions.
• I have updated the documentation accordingly.
• I have signed the commits, e.g. git commit -s -m "your commit message".
• This PR is being made to staging branch AND NOT TO main branch.

[miguelgfierro]

New method that would not require a VM: https://learn.microsoft.com/en-us/azure/developer/github/connect-from-azure-openid-connect