This paper describes the SimSQL system, which allows for SQLbased specification, simulation, and querying of database-valued Markov chains, i.e., chains whose value at any time step comprises the contents of an entire database. SimSQL extends the earlier Monte Carlo database system (MCDB), which permitted Monte Carlo simulation of static database-valued random variables. Like MCDB, SimSQL uses user-specified "VG functions" to generate the simulated data values that are the building blocks of a simulated database. The enhanced functionality of SimSQL is enabled by the ability to parametrize VG functions using stochastic tables, so that one stochastic database can be used to parametrize the generation of another stochastic database, which can parametrize another, and so on. Other key extensions include the ability to explicitly define recursive versions of a stochastic table and the ability to execute the simulation in a MapReduce environment. We focus on applying SimSQL to Bayesian machine learning.

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We describe an extensive benchmark of platforms available to a user who wants to run a machine learning (ML) inference algorithm over a very large data set, but cannot find an existing implementation and thus must "roll her own" ML code. We have carefully chosen a set of five ML implementation tasks that involve learning relatively complex, hierarchical models. We completed those tasks on four different computational platforms, and using 70,000 hours of Amazon EC2 compute time, we carefully compared running times, tuning requirements, and ease-of-programming of each.

Scalable linear algebra is important for analytics and machine learning (including deep learning). In this paper, we argue that a parallel or distributed database system is actually an excellent platform upon which to build such functionality. Most relational systems already have support for cost-based optimization-which is vital to scaling linear algebra computations-and it is well-known how to make relational systems scale. We show that by making just a few changes to a parallel/distributed relational database system, such a system can be a competitive platform for scalable linear algebra. Our results suggest that brand new systems supporting scalable linear algebra are not absolutely necessary, and that such systems could instead be built on top of existing relational technology.

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