Artificial Intelligence models are crucial elements to support many sectors in the current global economy. Training those models requires 3 main assets: data, machine learning algorithms, and processing capabilities. Given the growing concerns regarding data privacy, algorithm intellectual property, and server security, combining all 3 resources to build a model is challenging. In this paper, we propose a solution allowing providers to share their data and run their algorithms in secured cloud training environments. To provide trust for both clients and asset providers in the system, a blockchain is introduced to support the negotiation, monitoring, and conclusion of model production. Through a preliminary evaluation, we validate the feasibility of the approach and present a road map to a more secure Artificial Intelligence as-a-service.