Methods, systems, and apparatus, including computer programs encoded on a computer storage medium, for scalable matrix factorization. A method includes obtaining a Structured Query Language (SQL) query to create a matrix factorization model based on a set of training data, generating SQL sub-queries that don't include non-scalable functions, obtaining the set of training data, and generating a matrix factorization model based on the set of training data and the SQL sub-queries that don't include non-scalable functions.