[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.
A stupid error of mine. `_check_reg_targets` returned a `TypeError` in this decision branch and I thought it was supposed to. It turns out it returns this because it didn't get enough arguments and the test was incorrect. So switched back to `ValueError`.