[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.
I tried to keep to the local choice of syntax to stay consistent. That said, I don't like it and could change it, but then I would change it all. Putting a low priority on that, but if we conclude it is necessary, I'll do it.