Natural language (NL) interfaces to databases have been optimized for the wrong problem. The dominant Text-to-SQL paradigm assumes that users ask questions that can be answered by single SQL queries. In practice, however, users seek assistance with solving data problems. This requires searching a database by sequences of SQL queries while reasoning over intermediate results instead of just running one SQL query. This paper therefore introduces a new paradigm for NL interfaces to data, which we call data investigations. We present D^2, a first prototype of a data investigation system that embodies this vision by autonomously searching, reasoning over, and collecting data to solve data problems. Using a newly constructed benchmark based on the Murder Mystery dataset, we demonstrate the potential of D^2 for tasks that require data investigations with evidence-backed decisions, extending beyond the capabilities of traditional single-query question answering.

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