Abstract: Methods, systems, and apparatus, including computer programs encoded on computer storage media, for performing machine learning using a query engine. One of the methods includes obtaining, from a user device and by a query engine that is configured to access one or more databases, a command to execute a user-defined function, wherein the user-defined function includes an inference call to a machine learning model, wherein the command comprises one or more model inputs to the machine learning model; obtaining, by the query engine and from the one or more databases, trained parameter values for the machine learning model; executing, by the query engine, the user-defined function, comprising processing the one or more model inputs using the machine learning model according to the obtained parameter values of the machine learning model to generate respective model outputs; and providing, to the user device and by the query engine, the generated model outputs.