szha commented on issue #11385: About loss
URL: 
https://github.com/apache/incubator-mxnet/issues/11385#issuecomment-400006788
 
 
   @yyl199655 if you use gluon, you can just write whatever penalty term you 
want using ndarray interface inside training loop. Only forward computation is 
needed, as long as the function is differentiable

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