azureml-sdk ignores the REQUESTS_CA_BUNDLE environment variable
The correct environment variable is REQUESTS_CA_BUNDLE - note the plural.
I'm using azureml-sdk behind a corporate's proxy and therefore forced to manually add the proxy's certificate to the list of trusted hosts. It works fine by manually append the server certificate to the file "cert_ca.pem" of the package certifi. 
As mentioned in the documentation of python-requests, this should also be possible by setting the environment variable "REQUESTS_CA_BUNDLE" to a specific file. However, the environment variable seems to be ignored by azureml-sdk. Is this the correct behavior? Or how is it possible to specify an own "pem" file?