I use next command to save output results:
ws.datasets.add_from_dataframe(data, 'GenericCSV', 'output.csv', 'Uotput results')
where ws is azureml.Workspace object and data is pandas.DataFrame.
It works fine if my dataset size less than 4 mb. Otherwise I got a error:
AzureMLHttpError: Maximum request length exceeded.
As I understood this is the error raised by Azure environment limits and the maximum size of the dataset could not be changed.
I could split my dataset to 4 mb parts and download them from Azure ML studio, but it is very inconvinient if size of my output dataset is more than 400 mb.