Scaling factor for L1Cost?

[rolfe]

It would be really convenient if L1Cost could take in a fixed scaling factor. I'm presently getting around this by using a Mul, but it's inelegant to have to disable updating of the scaling factor.

[koraykv]

This would open the door to putting scaling factors for all criterions, which I think is not a good path.... I understand the extra burden, but I think this is fine in most cases...