PowerBI can connect to Amazon Redshift and leverage the new SQL based ML capability in Redshift that uses Sagemaker under the hood.
As an alternative thought the customer can integrate Amazon Sagemaker Model with Amazon Quicksight to achieve functionality very similar to PowerBI with Azure ML. Quicksight does have some embedded ML capability like forecasting and anomaly detection but Opinion mining is not one of them yet.
You should be able to leverage Blazing Text Algorithm in Sagemaker or some market place solution like Twinword sentiment model in sagemaker for sentiment analysis for Text mining after the integration.
Please take a look at this AWS solution - https://aws.amazon.com/solutions/implementations/text-analysis-with-amazon-opensearch-service-and-amazon-comprehend/
Comprehend also has an integration with AWS Aurora - https://docs.aws.amazon.com/AmazonRDS/latest/AuroraUserGuide/mysql-ml.html
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