ecking if
the len_mask is not zero in _huber_loss_and_gradient but this
is not going to be the bottleneck, since the number of outliers
and non_outliers are typically non-zero and it makes the code
tougher to follow.

Parameters
----------
X : {array-like, sparse matrix}
    Data on which to apply mask.

mask : ndarray
    Mask to be used on X.

len_mask : int
    The length of the mask.

Returns
-------
mask : ndarray
    Array that is safe to use on X.
r