The Azure Data Lake team just released an update to the Azure Data Lake Tools for Visual Studio that adds the ability to run U-SQL scripts locally on your development machine.

This is a powerful capability when you are developing new code or any time you want to test and debug in tight loops. The local run feature supports all U-SQL scripts including ones with C# user code. You can reference files, ADL tables and other meta-data just as you would during cloud execution.
 
U-SQL is a language optimized for unlocking the power of parallel, distributed computing in Azure. The distributed execution is not available in local run mode, but the compiled binaries and execution graph are the same as they would be in the cloud. This provide a high parity local environment that enables reliable debugging, especially for testing code logic in user code.
 
To get started, view the introductory video below.

Additional information can be found in the updated Azure Data Lake Tools for Visual Studio documentation.