I had a discussion with MS on this topic some time back. What I heard is, this feature would be revamped.
At the moment not all the 3rd party is supported.
List of supported identity providers
• Azure Active Directory
• AuthAnvil Single Sign On 4.5
• BIG-IP with Access Policy Manager BIG-IP ver. 11.3x – 11.6x
• BitGlass
• CA Secure Cloud
• CA SiteMinder 12.52
• Centrify
• Citrix
• Dell One Identity Cloud Access Manager v7.1
• DigitalPersona Composite Authentication
• ForgeRock Identity Platform Access Management V5.x
• IBM Tivoli Federated Identity Manager 6.2.2
• IceWall Federation Version 3.0
• Memority
• NetIQ Access Manager 4.x
• Okta
• OneLogin
• Optimal IDM Virtual Identity Server Federation Services
• PingFederate 6.11, 7.2, 8.x
• RadiantOne CFS 3.0
• Sailpoint IdentityNow
• SecureAuth IdP 7.2.0
• Sign&go 5.3
• SoftBank Technology Online Service Gate
• VMware Workspace One
Ref:
https://www.microsoft.com/en-us/download/details.aspx?id=56843