feature: add Azure Identity for Azure OpenAI and Azure AI Search authentication (#3262)

docs/components/vectordbs/dbs/azure.mdx

@@ -16,8 +16,8 @@ config = {
     "vector_store": {
         "provider": "azure_ai_search",
         "config": {
-            "service_name": "ai-search-test",
-            "api_key": "*****",
+            "service_name": "<your-azure-ai-search-service-name>",
+            "api_key": "<your-api-key>",
             "collection_name": "mem0", 
             "embedding_model_dims": 1536
         }
@@ -41,8 +41,8 @@ config = {
     "vector_store": {
         "provider": "azure_ai_search",
         "config": {
-            "service_name": "ai-search-test",
-            "api_key": "*****",
+            "service_name": "<your-azure-ai-search-service-name>",
+            "api_key": "<your-api-key>",
             "collection_name": "mem0", 
             "embedding_model_dims": 1536,
             "compression_type": "binary",
@@ -59,8 +59,8 @@ config = {
     "vector_store": {
         "provider": "azure_ai_search",
         "config": {
-            "service_name": "ai-search-test",
-            "api_key": "*****",
+            "service_name": "<your-azure-ai-search-service-name>",
+            "api_key": "<your-api-key>",
             "collection_name": "mem0", 
             "embedding_model_dims": 1536,
             "hybrid_search": True,
@@ -70,12 +70,92 @@ config = {
 }
 ```
 
+## Using Azure Identity for Authentication
+As an alternative to using an API key, the Azure Identity credential chain can be used to authenticate with Azure OpenAI. The list below shows the order of precedence for credential application:
+
+1. **Environment Credential:**
+Azure client ID, secret, tenant ID, or certificate in environment variables for service principal authentication.
+
+2. **Workload Identity Credential:**
+Utilizes Azure Workload Identity (relevant for Kubernetes and Azure workloads).
+
+3. **Managed Identity Credential:**
+Authenticates as a Managed Identity (for apps/services hosted in Azure with Managed Identity enabled), this is the most secure production credential.
+
+4. **Shared Token Cache Credential / Visual Studio Credential (Windows only):**
+Uses cached credentials from Visual Studio sign-ins (and sometimes VS Code if SSO is enabled).
+
+5. **Azure CLI Credential:**
+Uses the currently logged-in user from the Azure CLI (`az login`), this is the most common development credential.
+
+6. **Azure PowerShell Credential:**
+Uses the identity from Azure PowerShell (`Connect-AzAccount`).
+
+7. **Azure Developer CLI Credential:**
+Uses the session from Azure Developer CLI (`azd auth login`).
+
+<Note> If an API is provided, it will be used for authentication over an Azure Identity </Note>
+To enable Role-Based Access Control (RBAC) for Azure AI Search, follow these steps:
+
+1. In the Azure Portal, navigate to your **Azure AI Search** service.
+2. In the left menu, select **Settings** > **Keys**.
+3. Change the authentication setting to **Role-based access control**, or **Both** if you need API key compatibility. The default is “Key-based authentication”—you must switch it to use Azure roles.
+4. **Go to Access Control (IAM):**
+    - In the Azure Portal, select your Search service.
+    - Click **Access Control (IAM)** on the left.
+5. **Add a Role Assignment:**
+    - Click **Add** > **Add role assignment**.
+6. **Choose Role:**
+    - Mem0 requires the **Search Index Data Contributor** and **Search Service Contributor** role.
+7. **Choose Member** 
+    - To assign to a User, Group, Service Principle or Managed Identity:
+        - For production it is recommended to use a service principal or managed identity.
+            - For a service principal: select **User, group, or service principal** and search for the service principal.
+            - For a managed identity: select **Managed identity** and choose the managed identity.
+        - For development, you can assign the role to a user account.
+            - For development: select ***User, group, or service principal** and pick a Azure Entra ID account (the same used with `az login`).
+8. **Complete the Assignment:**
+    - Click **Review + Assign**.
+
+If you are using Azure Identity, do not set the `api_key` in the configuration.
+```python
+config = {
+    "vector_store": {
+        "provider": "azure_ai_search",
+        "config": {
+            "service_name": "<your-azure-ai-search-service-name>",
+            "collection_name": "mem0", 
+            "embedding_model_dims": 1536,
+            "compression_type": "binary",
+            "use_float16": True  # Use half precision for storage efficiency
+        }
+    }
+}
+```
+
+### Environment Variables to set to use Azure Identity Credential:
+* For an Environment Credential, you will need to setup a Service Principal and set the following environment variables:
+  - `AZURE_TENANT_ID`: Your Azure Active Directory tenant ID.
+  - `AZURE_CLIENT_ID`: The client ID of your service principal or managed identity.
+  - `AZURE_CLIENT_SECRET`: The client secret of your service principal.
+* For a User-Assigned Managed Identity, you will need to set the following environment variable:
+  - `AZURE_CLIENT_ID`: The client ID of the user-assigned managed identity.
+* For a System-Assigned Managed Identity, no additional environment variables are needed.
+
+### Developer logins to use for a Azure Identity Credential:
+* For an Azure CLI Credential, you need to have the Azure CLI installed and logged in with `az login`.
+* For an Azure PowerShell Credential, you need to have the Azure PowerShell module installed and logged in with `Connect-AzAccount`.
+* For an Azure Developer CLI Credential, you need to have the Azure Developer CLI installed and logged in with `azd auth login`.
+
+Troubleshooting tips for [Azure Identity](https://github.com/Azure/azure-sdk-for-python/blob/main/sdk/identity/azure-identity/TROUBLESHOOTING.md#troubleshoot-environmentcredential-authentication-issues).
+
+
 ## Configuration Parameters
 
 | Parameter | Description | Default Value | Options |
 | --- | --- | --- | --- |
 | `service_name` | Azure AI Search service name | Required | - |
-| `api_key` | API key of the Azure AI Search service | Required | - |
+| `api_key` | API key of the Azure AI Search service | Optional | If not present, the [Azure Identity](#using-azure-identity-for-authentication) credential chain will be used |
 | `collection_name` | The name of the collection/index to store vectors | `mem0` | Any valid index name |
 | `embedding_model_dims` | Dimensions of the embedding model | `1536` | Any integer value |
 | `compression_type` | Type of vector compression to use | `none` | `none`, `scalar`, `binary` |