Is there a way to load data with validation errors

One option is to create a "catch all" exception mapping as the final mask mapping (order of operation) that runs after all other successful mapping rules, and send that mask mapping to an unspecified or unknown member in that dimension (I typically create a member like Unkown_U1 rather than use None member).  In this way, the load will pass through but data may end up in the unspecified or unknown member, which you can monitor on the back end through cube views.   You can even create a confirmation rule that will not allow data to be locked unless this UNK member is cleared or zero.

By handling via mapping to an UNK member, you can allow loads to pass through and not get hung up on mapping issues but do have to monitor the UNK member on the back end.  

Just one option for handling.

I use the 'catch all' method as T_Kress describes. I would just add that the GolfStream app has an example of sending an email in the TransformationEventHandler BR. It does not do exactly what you want but it would not be too hard to adapt to check for any members mapped to the UNK targets and then send an email without interrupting the cube load process.