Hello AMROUN Lysa,
Welcome to the Microsoft Q&A and thank you for posting your questions here.
Regarding your question:
would like to know if Azure OpenAI's Bring Your Own Data feature works with on-premise Elasticsearch, or does Elasticsearch need to be in the cloud?
Elasticsearch does not need to be in the cloud. Also, Azure OpenAI's Bring Your Own Data feature works with both on-premise and cloud-based Elasticsearch. You can bring your existing Elasticsearch indexes to the service, regardless of whether they are hosted on Azure or on-premise. Simply select Elasticsearch as your data source, add your Elastic endpoint and API key, and connect your indexes. https://www.elastic.co/search-labs/blog/azure-openai-on-your-data-elasticsearch-vector-database and https://video2.skills-academy.com/en-us/azure/ai-services/openai/concepts/use-your-data.
I hope this is helpful! Do not hesitate to let me know if you have any other questions.
** Please don't forget to close up the thread here by upvoting and accept it as an answer if it is helpful ** so that others in the community facing similar issues can easily find the solution.
Best Regards,
Sina Salam