add multi-output argument in MAE

[Astraightrain]

What does this PR do?

Fixes #2604

Before submitting

• Was this discussed/agreed via a Github issue? (no need for typos and docs improvements)
• Did you read the contributor guideline, Pull Request section?
• Did you make sure to update the docs?
• Did you write any new necessary tests?

In multi-output regression tasks, it is essential to evaluate the model's performance for each output individually. Adding the num_outputs argument to the MAE calculation will provide more granular insights into the model's accuracy across multiple outputs, similar to the existing MSE calculation. This enhancement will help users better understand and optimize their models.

PR review

Anyone in the community is free to review the PR once the tests have passed.
If we didn't discuss your PR in Github issues there's a high chance it will not be merged.

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Make sure you had fun coding 🙃

[SkafteNicki]

LGTM :)

[codecov]

Codecov Report

Attention: Patch coverage is 85.71429% with 2 lines in your changes missing coverage. Please review.

Project coverage is 36%. Comparing base (e81c218) to head (ca6a6a7).
Report is 101 commits behind head on master.

Additional details and impacted files

@@           Coverage Diff            @@
##           master   #2605     +/-   ##
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- Coverage      69%     36%    -33%     
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  Files         316     316             
  Lines       17874   17881      +7     
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- Hits        12325    6424   -5901     
- Misses       5549   11457   +5908