Jose Mendes gives us an example of using Azure Databricks to perform geospatial analysis:
Magellan is a distributed execution engine for geospatial analytics on big data. It is implemented on top of Apache Spark and deeply leverages modern database techniques like efficient data layout, code generation and query optimization in order to optimize geospatial queries (further details here).
Although people mentioned in their GitHub page that the 1.0.5 Magellan library is available for Apache Spark 2.3+ clusters, I learned through a very difficult process that the only way to make it work in Azure Databricks is if you have an Apache Spark 2.2.1 cluster with Scala 2.11. The cluster I used for this experience consisted of a Standard_DS3_v2 driver type with 14GB Memory, 4 Cores and auto scaling enabled.
In terms of datasets, I used the NYC Taxicab dataset to create the geometry points and the Magellan NYC Neighbourhoods GeoJSON dataset to extract the polygons. Both datasets were stored in a blob storage and added to Azure Databricks as a mount point.
It sounds like this is much faster than using U-SQL to perform the same task.