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refactor cross_validate to pass around _MultimetricScorer #27001

@adrinjalali

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@adrinjalali

xref: #26896 (review)

In #26896 we create a _MultimetricScorer for routing, but it's ignored and the _MultimetricScorer is created again at a later stage. It'd be nice to avoid this, but that would need to be able to return a dict via a _MultimetricScorer().to_dict() method and make sure that the return types of cross_validate don't change.

cc @glemaitre

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