Machine learning (ML) training data is often scattered across disparate collections of datasets, called data silos. This fragmentation poses a major challenge for data-intensive ML applications: integrating and transforming data residing in different sources demand a lot of manual work and computational resources. With data privacy and security constraints, data often cannot leave the premises of data silos, hence model training should proceed in a decentralized manner. In this work, we present a vision of how to bridge the traditional data integration (DI) techniques with the requirements of modern machine learning. We explore the possibilities of utilizing metadata obtained from data integration processes for improving the effectiveness and efficiency of ML models. Towards this direction, we analyze two common use cases over data silos, feature augmentation and federated learning. Bringing data integration and machine learning together, we highlight new research opportunities from the aspects of systems, representations, factorized learning and federated learning.