I've been using the Polybase services in SQL Server 2016 all throughout the pre-release period without any issue.
When I tried using them in the GA (Generally Availability) release, I could never get the two Polybase services to start. They were always stuck in a "Change Pending" state. Trying to start them in SQL Server Configuration Manager basically made SSCM look like it was hung.
Trying to use the Polybase services to create an external data source returned:
TCP Provider: No connection could be made because the target machine actively refused it.
Fellow MVP John Paul Cook came to the rescue today. He previously had an issue with TCP Chimney support and noted that it looked similar.
True enough, the problem was that TCP wasn't an enabled protocol on my SQL Server install on my machine. Enabling TCP and restarting made all good.
Thanks John !