In version 11.1 there is an additional signature for NetTrain:
But this only returns the property, how can I get the net and the list of properties I want?
Minimal example code:
data = {1 -> 2.2, 2 -> 3.8, 3 -> 6.4, 4 -> 9.1};
layer = LinearLayer[];
net = NetTrain[layer, data,
MeanAbsoluteLossLayer[], {"RoundLossList"}, Method -> "SGD"]