Simple ML for Sheets does not export or share your data with third parties. All operations (e.g. training a model) are executed in your web-browser. All your data is kept only in your browser and in your sheets. Models are only saved in your Google Drive.
Simple ML for Sheets uses Google Analytics, which may use a set of cookies to collect information and report site usage statistics without personally identifying individual visitors to Google. Google Analytics statistics only include statistics about which “task” you are using (those tasks are “predicting missing values”, “spotting abnormal values”, “training a model”, “evaluating a model”, “understanding a model”). Those statistics are used for us to understand which tasks are popular to the user in order for us to focus our development efforts. Google Analytics statistics don’t include any information derived from your data.