public void ConfigureServices(IServiceCollection services)
{
    services.AddMvc();

    services.AddExceptionHandlingPolicies(options =>
    {
        options.For().Rethrow();

        options.For().Retry(ro => ro.MaxRetryCount = 2).NextPolicy();

        options.For()
        .Response(e => 400)
            .Headers((h, e) => h["X-MyCustomHeader"] = e.Message)
            .WithBody((req,sw, exception) =>
                {
                    byte[] array = Encoding.UTF8.GetBytes(exception.ToString());
                    return sw.WriteAsync(array, 0, array.Length);
                })
        .NextPolicy();

        // Ensure that all exception types are handled by adding handler for generic exception at the end.
        options.For()
        .Log(lo =>
            {
                lo.EventIdFactory = (c, e) => new EventId(123, "UnhandlerException");
                lo.Category = (context, exception) => "MyCategory";
            })
        .Response(null, ResponseAlreadyStartedBehaviour.GoToNextHandler)
            .ClearCacheHeaders()
            .WithObjectResult((r, e) => new { msg = e.Message, path = r.Path })
        .Handled();
    });
}

public void Configure(IApplicationBuilder app, IHostingEnvironment env)
{
    app.UseExceptionHandlingPolicies();
    app.UseMvc();
}