We present sql4ml, a system for expressing supervised machine learning (ML) models in SQL and automatically training them in TensorFlow. The primary motivation for this work stems from the observation that in many data science tasks there is a back-and-forth between a relational database that stores the data and a machine learning framework. Data preprocessing and feature engineering typically happen in a database, whereas learning is usually executed in separate ML libraries. This fragmented workflow requires from the users to juggle between different programming paradigms and software systems. With sql4ml the user can express both feature engineering and ML algorithms in SQL, while the system translates this code to an appropriate representation for training inside a machine learning framework. We describe our translation method, present experimental results from applying it on three well-known ML algorithms and discuss the usability benefits from concentrating the entire workflow on the database side.