AzureML jobs from failed previous PR builds do not get cancelled, consuming excessive resources.

Please follow the guidelines for PRs contained here. Checklist:

• Ensure that your PR is small, and implements one change.
• Add unit tests for all functions that you introduced or modified.
• Run PyCharm's code cleanup tools on your Python files.
• Link the correct GitHub issue for tracking.
• Update the Changelog file: Describe your change in terms of
  Added/Changed/Removed/... in the "Upcoming" section.
• When merging your PR, replace the default merge message with a description of your PR,
  and if needed a motivation why that change was required.