PARAFAC2 for missing data

[cchatzis]

Hi! I am currently working with PARAFAC2 and I noticed there is no support for missing data (PARAFAC has the mask argument). Are there any plans for missing data support for PARAFAC2? If not, I would like to work on the classic EM approach that is present in https://www.mathworks.com/matlabcentral/fileexchange/1089-parafac2.

Thank you for your time :)

[MarieRoald]

Hi @cchatzis! PARAFAC2 with missing data would be very useful to have in TensorLy, so a PR for that sounds excellent :)