Abstract: Hyperparameter tuning for a machine learning model is performed in a massively parallel database system. A computer system comprised of a plurality of compute units executes a relational database management system (RDBMS), wherein the RDBMS manages a relational database comprised of one or more tables storing data. One or more of the compute units perform the hyperparameter tuning for the machine learning model, wherein the hyperparameters are control parameters used in construction of the model, and the tuning of the hyperparameters is implemented as an operation in the RDBMS that accepts training and scoring data for the model, constructs the model using the hyperparameters and the training data, and generates goodness metrics for the model using the scoring data.