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Distributed machine learning has become more important than ever in this big data era. Especially in recent years, practices have demonstrated the trend that bigger models tend to generate better accuracies in various applications. However, it remains a challenge for common machine learning researchers and practitioners to learn big models, because the task usually requires a large number of computation resources. In order to enable the training of big models using just a modest cluster and in an efficient manner, we release the Microsoft Distributed Machine Learning Toolkit (DMTK), which contains both algorithmic and system innovations. These innovations make machine learning tasks on big data highly scalable, efficient and flexible.