I will combine three parts: Create Ubuntu VM & attach data disk, Install and configure MySQL, Performance comparison with Azure SQL.

Create Ubuntu VM

• Choose your size of VM. Here I used D4s_v3, which has 4 cores and 16GB memory. You need to choose disk for storage and set the initial admin password, I recommend premium SSD.
• Open SSH access. Go to network, add SSH port 22 into your inbound port rules. Later we will add mySQL port 3306 as well.
• Mount datadisk. Remember the disk for storage you chosen in the step 1? It wouldn’t mount automatically. So you need to do the following steps in your SSH.

dmesg | grep SCSI
sudo fdisk /dev/sdc
---------------------------------------
Warning: invalid flag 0x0000 of partition table 4 will be corrected by w(rite)

Command (m for help): n
Partition type:
   p   primary (0 primary, 0 extended, 4 free)
   e   extended
Select (default p): p
Partition number (1-4, default 1): 1
First sector (2048-10485759, default 2048):
Using default value 2048
Last sector, +sectors or +size{K,M,G} (2048-10485759, default 10485759):
Using default value 10485759
Command (m for help): p

Disk /dev/sdc: 5368 MB, 5368709120 bytes
255 heads, 63 sectors/track, 652 cylinders, total 10485760 sectors
Units = sectors of 1 * 512 = 512 bytes
Sector size (logical/physical): 512 bytes / 512 bytes
I/O size (minimum/optimal): 512 bytes / 512 bytes
Disk identifier: 0x2a59b123

   Device Boot      Start         End      Blocks   Id  System
/dev/sdc1            2048    10485759     5241856   83  Linux

Command (m for help): w
The partition table has been altered!

Calling ioctl() to re-read partition table.
Syncing disks.
------------------------------------------------
sudo mkfs -t ext4 /dev/sdc1
sudo mkdir /datadrive
sudo mount /dev/sdc1 /datadrive
------------------------------------------------
//if you want to automount, you need to edit fstab file
# retrieve UUID
ls -al /dev/disk/by-uuid/
# edit fstab 
sudo nano /etc/fstab
UUID=<ID> /datadrive auto defaults 0 0 

After these steps, you have done all configurations for Ubuntu. You can check the link by using df -H command.

Install and configure MySQL

• Install MySQL.

sudo apt-get update
sudo apt-get install mysql-server

• Allow remote access

sudo ufw enable
sudo ufw allow mysql

then edit “/etc/mysql/mysql.conf.d/mysqld.cnf ” to change bind-address to 0.0.0.0 which allow all ip to remote mySQL.

nano /etc/mysql/mysql.conf.d/mysqld.cnf

• Start MySQL

sudo systemctl start mysql

• Add a new root user. You can use any IP address to replace % blew.

CREATE USER '<username>'@'%' IDENTIFIED BY '<user password>';

• Change the data dictionary. By default, the VM only provides 30GB, you have to use your extra disk to save the database.

# stop service
sudo systemctl stop mysql
# sync to new path
sudo rsync -av /var/lib/mysql /datadrive
# backup 
sudo mv /var/lib/mysql /var/lib/mysql.bak
# change configure files
sudo nano /etc/mysql/mysql.conf.d/mysqld.cnf
-----------------------
datadir=/datadrive/mysql
--------------------
# configure AppArmor Access Control
sudo nano /etc/apparmor.d/tunables/alias
-----------------------
alias /var/lib/mysql/ -> /datadrive/mysql/,
----------------------
sudo systemctl restart apparmor
# dummy file
sudo mkdir /var/lib/mysql/mysql -p
# restart service
sudo systemctl start mysql

Then you can use select * from @@datadir to check the data dictionary.

Performance comparison with Azure SQL

40,000,000 rows	AzureSQL	Ubuntu+mySQL
Write(from databricks)	25mins	31mins
Read(to Tableau)	44mins	12mins

what a surprise! VM mySQL is faster than AzureSQL.

Tips: How to write data into AzureSQL and mySQL through Databricks.

To SQL server:

# you have to load com.microsoft.azure:azure-sqldb-spark:1.0.2 into library first
%scala
import com.microsoft.azure.sqldb.spark.config.Config
import com.microsoft.azure.sqldb.spark.connect._


val config = Config(Map(
  "url"          -> "<accountname>.database.windows.net",
  "databaseName" -> "<dbname>",
  "dbTable"      -> "<tablename>",
  "user"         -> "<admin name>",
  "password"     -> "<password name>"
))

import org.apache.spark.sql.SaveMode

df.write.mode(SaveMode.Overwrite).sqlDB(config)

To mySQL:

%scala
val jdbcHostname = "<mysql address>"
val jdbcPort = 3306
val jdbcDatabase = "<dbname>"
val jdbcUsername = "<user name>"
val jdbcPassword ="<password>"

// Create the JDBC URL without passing in the user and password parameters.
val jdbcUrl = s"jdbc:mysql://${jdbcHostname}:${jdbcPort}/${jdbcDatabase}"

// Create a Properties() object to hold the parameters.
import java.util.Properties
val connectionProperties = new Properties()

connectionProperties.put("user", s"${jdbcUsername}")
connectionProperties.put("password", s"${jdbcPassword}")

import org.apache.spark.sql.SaveMode


     df.write
     .mode(SaveMode.Overwrite) // <--- Append to the existing table
     .jdbc(jdbcUrl, "<table name>", connectionProperties)