HDInsight service is Microsoft's azure based cloud service that allows you to gain insight from any data, any size, anywhere.
From HDInsight documentation:
HDInsight is Microsoft’s Hadoop-based service that brings a 100% Apache Hadoop solution to the cloud. HDInsight gives you the ability to gain the full value of Big Data with a modern, cloud-based data platform that manages data of any type, whether structured or unstructured, and of any size.
With HDInsight you can seamlessly store and process data of all types through Microsoft’s modern data platform, which provides simplicity, ease of management, and an open Enterprise-ready Hadoop service all running in the cloud. You can analyze your Hadoop data with PowerPivot, Power View and other Microsoft BI tools, thanks to integration with Microsoft data platform.
HDInsight enables simple and straightforward installation of your Hadoop clusters. You can accelerate the deployment with the cloud by deploying a Hadoop cluster on Windows Azure in minutes instead of days or weeks. Use simple web-based tools and APIs to interact with and monitor your cluster.
HDInsight allows you to quickly create a Hadoop cluster scaled to fit your demand, when you need it, run your analysis, and shut down the cluster when you are done – leading to cost savings only possible on a cloud environment.
Here comes the good part. Microsoft also provides an ODBC (Hive ODBC) driver to connect and get insight of your big data using any tools that supports ODBC connectivity including Office and BI tools such as Microsoft SQL Server Analysis Services (SSAS), PowerPivot, and Power View.