There is a great blog post at Sigmod by Joe Hellerstein about MADlib:

MADlib is an open-source library of scalable in-database algorithms for machine learning, statistics and other analytic tasks. MADlib is supported with people-power from Greenplum; researchers at Berkeley, Florida and Wisconsin are also contributing. The project recently released a MADlib TR, and is now welcoming additional community contributions.

This effort is fundamentally in support of the quickly growing data science community:

The primary goal of the MADlib open-source project is to accelerate innovation and technology transfer in the Data Science community via a shared library of scalable in-database analytics, much as the CRAN library serves the R community. Unlike CRAN, which is customized to the R analytics tool, we hope that MADlib’s grounding in standard SQL can result in community ports to a variety of parallel database engines.

Read the entire post here.