I want to 'display' the results of my machine learning dataset in Microsoft Power BI. MPBI is telling me that the way to connect to Azure is through SQL database. Should I somehow put my data from machine learning into an SQL database, and if so how?
How can I connect datasets from machine learning to SQL database in Azure?
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You can read here about Data sources in Power BI. You can connect your Power Bi to: Azure Blob, Azure SQL server, Azure SQL Data Warehouse, Azure Table Storage, or Azure HDInsight. All these PBI sources are also available as outputs to the Writer module in Azure ML. so you can use them to write your results from Azure ML and later read them as input for Power BI
Have you tried saving your data in Azure SQL Database directly using a Data Writer: