Added the LMLS cost function and generalized the cost function

I generalized the cost function: I believe it's better for everyone, who can customize the behaviour of the mlp

I added LMLS: http://ieeexplore.ieee.org/xpl/login.jsp?tp=&arnumber=478411&url=http%3A%2F%2Fieeexplore.ieee.org%2Fxpls%2Fabs_all.jsp%3Farnumber%3D478411
You should set `loss_function` to `'MAE`' here, otherwise it means `use_abs_loss` gets completely ignored.