In this talk, I will make the case for a first-principles approach to machine learning over relational databases that exploits recent development in database systems and theory. The input to learning classification and regression models is defined by feature extraction queries over relational databases. The mainstream approach to learning over relational data is to materialize the training dataset, export it out of the database, and then learn over it using statistical software packages. These three steps are expensive and unnecessary. Instead, one can cast the machine learning problem as a database problem by decomposing the learning task into a batch of aggregates over the feature extraction query and by computing this batch over the inpu...