Error during PolyBase installation in SQL Server 2019

I'm trying to install Polybase in SQL Server 2019, but I keep getting following error:

Error installing SQL PolyBase
User, group, or role 'NT Authority\NETWORK SERVICE' already exists in the current database. Changed database context to 'DWDiagnostics'.
Error code: 0x84BB0001

I'm doing everything just like in documentation (https://docs.microsoft.com/en-us/sql/relational-databases/polybase/polybase-installation?view=sql-server-ver15). What should I do to fix this issue?

You can't install using any system account, you need either a domain account or a new user with Administrator role.