Databricks is an independent, open-source data analytics platform. It is currently optimized to run only on the two public clouds: AWS and Azure. This is because these two platforms are optimized to provide better integration and performance with Databricks features. Databricks has an official agreement and feature integration with these platforms to provide Databricks services so you get more features and optimized performance on these cloud platforms. Data management requires better integration and optimized platforms to offer quality data analytics services. As Databricks is an open-source, free data analytics platform, you can set up and run your own Databricks cluster on-premises or on a private cloud infrastructure. However, the kind of features you get on Azure and AWS will not be available on that cluster running on the private cloud. If you require more advanced capabilities and control over data workloads, Azure Databricks is the best option followed by AWS Databricks.