Fix broken doc links (#2327)

* fix azure link

* fix imitation learning links

docs/Training-PPO.md

 ### Demo Path
 
 `demo_path` is the path to your `.demo` file or directory of `.demo` files. 
-See the [imitation learning guide](Training-ImitationLearning.md) for more on `.demo` files.
+See the [imitation learning guide](Training-Imitation-Learning.md) for more on `.demo` files.
 
 ### Steps
 

docs/Training-RewardSignals.md

 #### Demo Path
 
 `demo_path` is the path to your `.demo` file or directory of `.demo` files. See the [imitation learning guide]
-(Training-ImitationLearning.md).
+(Training-Imitation-Learning.md).
 
 #### Encoding Size
 

docs/Training-on-Microsoft-Azure.md

 
 A pre-configured virtual machine image is available in the Azure Marketplace and
 is nearly completely ready for training.  You can start by deploying the
-[Data Science Virtual Machine for Linux (Ubuntu)](https://azuremarketplace.microsoft.com/marketplace/apps/microsoft-ads.linux-data-science-vm-ubuntu)
+[Data Science Virtual Machine for Linux (Ubuntu)](https://azuremarketplace.microsoft.com/en-us/marketplace/apps/microsoft-dsvm.linux-data-science-vm-ubuntu)
 into your Azure subscription.  Once your VM is deployed, SSH into it and run the
 following command to complete dependency installation: