Firstly, I think this should probably also be used in other places that utilise the scoring interface, including `feature_selection.rfe` and `linear_model.ridge`.

Secondly, Scikit-learn is full of such `check` functions that also return a validated result. Would it not be more convenient to have a function which both checks these args and returns a scorer, including a dummy (so it can be pickled):
```python
class _passthrough_scorer(object):
   def __call__(self, estimator, *args, **kwargs):
       return estimator.score(*args, **kwargs)
```
? This cuts out half of `_score`.