Reza Rad has a nice walkthrough on integrating several powerful technologies:
Power BI can connect to many data sources as you know, and Spark on Azure HDInsight is one of them. In area of working with Big Data applications you would probably hear names such as Hadoop, HDInsight, Spark, Storm, Data Lake and many other names. Spark and Hadoop are both frameworks to work with big data, they have some differences though. In this post I’ll show you how you can use Power BI (either Power BI Desktop or Power BI website) to connect to a sample of Spark that we built on an Azure HDInsight service. by completing this section you will be able to create simple spark on Azure HDInsight, and run few Python scripts from Jupyter on it to load a sample table into Spark, and finally use Power BI to connect to Spark server, load, and visualize the data.
If you’re totally unfamiliar with Spark but interested in data processing, now’s a good time to start digging into the topic.