I faced a very similar problem, and this is how I got it to run.
The first thing you can try is changing your activation to LeakyReLU instead of using Relu or Tanh. The reason is that often, many of the nodes within your layers have an activation of zero, and backpropogation doesn't update the weights for these nodes because their gradient is also zero. This is also called the 'dying ReLU' problem (you can read more about it here: https://datascience.stackexchange.com/questions/5706/what-is-the-dying-relu-problem-in-neural-networks).
To do this, you can import the LeakyReLU activation using:
from keras.layers.advanced_activations import LeakyReLU
and incorporate it within your layers like this:
model.add(Dense(800,input_shape=(num_inputs,)))
model.add(LeakyReLU(alpha=0.1))
Additionally, it is possible that the output feature (the continuous variable you are trying to predict) is an imbalanced data set and has too many 0s. One way to fix this issue is to use smoothing. You can do this by adding 1 to the numerator of all your values in this column and dividing each of the values in this column by 1/(average of all the values in this column)
This essentially shifts all the values from 0 to a value greater than 0 (which may still be very small). This prevents the curve from predicting 0s and minimizing the loss (eventually making it NaN). Smaller values are more greatly impacted than larger values, but on the whole, the average of the data set remains the same.