[MRG] Multi-output scoring, or 2493 cont'd for real

This time taking into account the refactoring of metrics.py into several files.

This replaces https://github.com/scikit-learn/scikit-learn/pull/3456, which I closed.
Ideally this should be similar to the r2_score and explained_variance_score. Keeping the same logic everywhere ease the comprehension of the code.