Hey Colin - could you send a link or reference to that? Sounds like something I'd like to read up on.
I'd really like to see a solid factor analysis implementation soon. As Diego said I think SciKitLearn.jl is the best stopgap option at the moment.
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@Cedric - I don't think Madeleine's framework includes factor analysis at the moment. Particularly if there is missing data one would have to iteratively alternate between estimating the mean/variance of each feature and the factors.
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