SQL Server 2019 Machine Learning Services architecture and components
You can install Machine Learning Services using the SQL Server installer either with a new instance or by adding features to a currently installed instance. The installer then marks the base components for each instance to be able to run external language calls for installation:
Figure 8.1: SQL Server 2019 Machine Learning Services installation
After you make the selection, you can pick the languages you want to work with, and the installer marks further components for that language to be installed. As in any installation of SQL Server, it's important to understand all of the ramifications and interactions, which you can find here: https://docs.microsoft.com/en-us/sql/advanced-analytics/install/sql-machine-learning-services-windows-install?view=sqlallproducts-allversions.
The Linux installation is different – you'll install a series of packages in a given order, and there...