As far as I know, Tableau is a one-way road. You get data and you viz it.
Users can save their preferenced on the server, if that helps.
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You can call a stored procedure with Tableau and pass parameter values in. See Stored Procedures. Inside that stored procedure you could certainly write back to the database, but the stored procedure needs to return a single result set back to Tableau.
Nice, Sean! I didn't think of that.
If the stored procedure has output parameters, tableau will filter out those stored procs. So this may not possible.