[MRG+1] 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.
@arjoly If this is just for refactoring 2 lines of code, it seems that it adds a lot more. Please let me know if there is any other reason,