The trade-offs between the use of modern high-level and low-level programming languages in constructing complex software artifacts are well known. High-level languages allow for greater programmer productivity: abstraction and genericity allow for the same functionality to be implemented with significantly less code compared to low-level languages. Modularity, object-orientation, functional programming, and powerful type systems allow programmers not only to create clean abstractions and protect them from leaking, but also to define code units that are reusable and easily composable, and software architectures that are adaptable and extensible. The abstraction, succinctness, and modularity of high-level code help to avoid software bugs and facilitate debugging and maintenance. The use of high-level languages comes at a performance cost: increased indirection due to abstraction, virtualization, and interpretation, and superfluous work, particularly in the form of tempory memory allocation and deallocation to support objects and encapsulation. As a result of this, the cost of high-level languages for performance-critical systems may seem prohibitive. The vision of abstraction without regret argues that it is possible to use high-level languages for building performance-critical systems that allow for both productivity and high performance, instead of trading off the former for the latter. In this thesis, we realize this vision for building different types of data analytics systems. Our means of achieving this is by employing compilation. The goal is to compile away expensive language features -- to compile high-level code down to efficient low-level code.