Assume that you install Microsoft SQL Server 2019 with Machine Learning Services, and you specify a customized Shared feature directory that's different from the default "C:\Program Files\Microsoft SQL Server\150\Shared" directory. When you use sp_execute_external_script to run scripts that are written in Java, Python, or R, the query fails.
Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.
This issue is fixed in the following cumulative update for SQL Server:
About cumulative updates for SQL Server:
Each new cumulative update for SQL Server contains all the hotfixes and all the security fixes that were included with the previous cumulative update. Check out the latest cumulative updates for SQL Server:
To work around the issue, you can manually grant READ and Execute Permissions to "ALL APPLICATION PACKAGES" and NT Service\MSSQLLaunchpad service name user on C:\Program Files\Microsoft SQL Server\150\Shared directory.
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