HDInsight is Hadoop instance in Microsoft Azure Cloud platform.
It is part of Cortana Analytics that have Big Data capability, Machine LEarning, Visualization tools.
HDInsight is Apache based Hadoop Service in Azure. You can deploy this on Linux or on Windows. You can use traditional language Java for development or use C#,.NET.
With HDI"nsight you get traditional Apache HBASE a columnar NOSQL database. It execute on top of HDFS (Hadoop Distributed File System). HDFS is useful for large transactional processing for non-relational data e.g. if you get lot of data from sensor, web queries - instead of using traditional OLTP system - use HDFS. Finally you can see HDInight output file in traditional .csv/.txt/traditional format or view it in excel/Power BI.
If you have on-premise Hadoop cluster, you can also extend your Hadopp cluster in Azure and integrate on-premise and cloud instances.
If you are using open source projects like Spark, Solr,R, Giraph - you can easily spin Hadoop cluster for these.
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