Identity Protection is a new feature of Azure AD that gives organizations around the world a previously unavailable level of security for their cloud identities.

Azure AD Identity Protection helps prevent the use of compromised accounts using industry leading machine learning (ML) based real time detection and automated mitigation, helping protect all of the cloud and on-premises applications customers use with Azure AD. This kind of ML based system only works if you have access to huge amounts of relevant data to use in training adaptive ML algorithms, which are critical to success in today’s rapidly changing landscape of cybercrime.

To take advantage of this new feature (in preview), go to your Azure management portal (https://portal.azure.com/) and search for Azure AD Identity Protection in the marketplace

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When you click the Create button you will be asked to select the tenant your want to protect

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Then the activation/configuration will take few minutes

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Once ready you can access the Azure AD Identity Protection portal

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You will have a dashboard of user accounts in risk, be able to set admin notifications and define your security policy