Merge pull request #229091 from Blackmist/fix0301a

adding missing info on compute instance

Author: prmerger-automator[bot]

articles/machine-learning/how-to-setup-authentication.md

@@ -186,7 +186,7 @@ The easiest way to create an SP and grant access to your workspace is by using t
 ## Configure a managed identity
 
 > [!IMPORTANT]
-> Managed identity is only supported when using the Azure Machine Learning SDK from an Azure Virtual Machine or with an Azure Machine Learning compute cluster.
+> Managed identity is only supported when using the Azure Machine Learning SDK from an Azure Virtual Machine, an Azure Machine Learning compute cluster, or compute instance.
 
 ### Managed identity with a VM
 
@@ -200,6 +200,10 @@ The easiest way to create an SP and grant access to your workspace is by using t
 
 For more information, see [Set up managed identity for compute cluster](how-to-create-attach-compute-cluster.md#set-up-managed-identity).
 
+### Managed identity with compute instance
+
+For more information, see [Set up managed identity for compute instance](how-to-create-manage-compute-instance.md#assign-managed-identity).
+
 <a id="service-principal-authentication"></a>
 
 ## Use service principal authentication