Change the minimization function in Neural Network

I searched a lot in the other questions, but I did not find something working for me.

I would like to change the default function during the NN training (that is, 'mse') to just the minimization of the absolute value of the absolute error between the output of the NN 'y' and the real output 't'. In other words, I want something like:

myperf = abs(y(i) - t(i))<= 0.4;  for each i

thus, without the "mean", without the "square" and considering the minimization of each i-th error, and not the sum of them.

Thanks for helping me