Performance is always a consideration with databases, and using PolyBase is no different. DBA's will create indexes, setup specialized indexed views and create and update statistics. Unfortunately, external tables do not have most of these options.
Indexes? - No
Indexed views? - No
Statistics? - Yes
Only statistics are the current option. Using a test dataset in a Hortonworks 2.0 Hadoop system, I was able to increase performance by about 10%. This was a small dataset, so a large increase was not expected. In the future I'll compare performance on a larger dataset.