As Mario Inchiosa and Roni Burd demonstrate in this recorded webinar, Microsoft R Server can now run within HDInsight Hadoop nodes running on Microsoft Azure. Better yet, the big-data-capable algorithms of ScaleR (pdf) take advantage of the in-memory architecture of Spark, dramatically reducing the time needed to train models on large data. And if your data grows or you just need more power, you can dynamically add nodes to the HDInsight cluster using the Azure portal.
I don’t normally link to webinars (because they tend to violate my “should be viewable in a coffee break” rule of thumb) but I have a soft spot in my heart for these technologies. If you want to dig into more “mainstream” (off the Microsoft platform) Spark + R fun, check out SparkR.