Large Scale Factor Analysis with minibatch ADVI

Also, instead of doing the Bernoulli layer, have you thought about just doing a simple mean value imputation before doing factor analysis, similar to what was done here:

https://pymc-devs.github.io/pymc3/notebooks/pmf-pymc.html

# Perform mean value imputation
nan_mask = np.isnan(self.data)
self.data[nan_mask] = self.data[~nan_mask].mean()
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