I have a post up on trying to integrate Polybase with HDInsight:
But now we run into a problem: there are certain ports which need to be open for Polybase to work. This includes port 50010 on each of the data nodes against which we want to run MapReduce jobs. This goes back to the issue we see with spinning up data nodes in Docker: ports are not available. If you’ve put your HDInsight cluster into an Azure VNet and monkey around with ports, you might be able to open all of the ports necessary to get this working, but that’s a lot more than I’d want to mess with, as somebody who hasn’t taken the time to learn much about cloud networking.
As I mention in the post, I’d much rather build my own Hadoop cluster; I don’t think you save much maintenance time in the long run going with HDInsight.