Few users are reporting that the just released Cumulative Update KB3194798 is failing to install on their Windows 10 computers with a with Failed to complete installing updates, Undoing changes message.

I've tried to process this update a few times through Windows Update, but it fails each time, uninstalls, and puts things back where they were, says a user on Microsoft Answers.
KB3194798 is a security update and hence important that it be installed.

If you are facing this Windows 10 update problem, the only thing I can suggets for the moment is to clear the contents of the SoftwareDistributin folder, disable your antivirus software and then try to install the updae again.