The best way to think of the Jazz Melodic Minor scale is as the Major Scale with the 3rd note lowered by a half step. As the name suggests, this scale is used extensively in Jazz (as are many other scales!). If you have not done so already, I highly suggest you take a look at the Harmonic Minor lesson. These two lessons really go hand in hand. And if it wasn't for the fact that there are 14 exercises between the two lessons, I would combine it all into one lesson. But my goal isn't to fry your brain (just your fingers!).
When practicing these scales, be sure to use the scale patterns from the Diatonic Scale Patterns and Sequences lesson. Also, as you are playing, notice that these modes don't get you the exotic sounds like the Harmonic Minor modes do (Spanish, etc). They get you a ... well, Jazzy sound!
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Scales with Locrian in the title tend to be a little weird. They are the ones that go along with those evil sounding Diminished and Half Diminished chords. In fact, this mode is often used over Half Diminished 7th Chords (i.e. Min7b5).