The Entity Analytics Users Guide references using an external database for the EA repository.
Can SQL Server be used?
Resolving the problem
Modeler Entity Analytics is bundled with a single repository hosted on the IBM solidDB. Entity Analytics Unleashed (EAU) is available as a separately licensed upgrade. However, SQL Server is not a supported database with the unleashed license, only DB2. EAU allows more than one repository to coexist on the same system and allows DB2 to be used as an external repository.