Add weighting matrix to cost function

[rickvanveen]

Is your feature request related to a problem? Please describe.
Not related to any problem per se. It would provide a way to weighting certain mistakes higher than others. Potentially, indirectly enabling some form of ordinal classification as well.

Describe the solution you'd like
Implement the cost function weighting that is briefly described in:

Ghosh, S., Baranowski, E. S., van Veen, R., de Vries, G. J., Biehl, M., Arlt, W., ... & Bunte, K. (2017). Comparison of strategies to learn from imbalanced classes for computer aided diagnosis of inborn steroidogenic disorders. In ESANN.

Describe alternatives you've considered
N/a

Additional context
N/a