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I started secure install of MySQL with sudo mysql_secure_installation command, and I got that message:

Securing the MySQL server deployment.

Enter password for user root: 
Error: Can't connect to local MySQL server through socket '/var/run/mysqld/mysqld.sock' (2)

Thanks for answers

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Despite the name, mysql_secure_installation is not for installing MariaDB; it used to secure an existing installation of MariaDB.

You should use some other method to install MariaDB (e.g. using your favourite package manager), then run mysql_secure_installation.

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