[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.
@eickenberg It might be good to add an error check here is output weights is not an instance of `np.ndarray` to give better errors, don't you think?