Support multioutput pearson and spearman corrcoef

[SkafteNicki]

What does this PR do?

Fixes #1177
Adds support in spearman and pearson correlation coefficient metrics for 2d arrays (multioutput).

Before submitting

• Was this discussed/approved via a Github issue? (no need for typos and docs improvements)
• Did you read the contributor guideline, Pull Request section?
• Did you make sure to update the docs?
• Did you write any new necessary tests?

PR review

Anyone in the community is free to review the PR once the tests have passed.
If we didn't discuss your PR in Github issues there's a high chance it will not be merged.

Did you have fun?

Make sure you had fun coding 🙃

[Borda]

Seems that the assertion comparison fails...

tests are failing

[codecov]

Codecov Report

Merging #1200 (1f248e7) into master (a1938ea) will decrease coverage by 50%.
The diff coverage is 95%.

Additional details and impacted files

@@           Coverage Diff            @@
##           master   #1200     +/-   ##
========================================
- Coverage      86%     36%    -50%     
========================================
  Files         191     191             
  Lines       11332   11342     +10     
========================================
- Hits         9709    4028   -5681     
- Misses       1623    7314   +5691     

[Borda]

Shall we also get tests that exceptions are raised for wrong configurations?

[azure-pipelines]

There was an error handling pipeline event 731315bb-5dfe-468e-bdd2-706997066433.

[SkafteNicki]

Shall we also get tests that exceptions are raised for wrong configurations?

They are already there:
https://github.com/Lightning-AI/metrics/blob/80e0f292fde68fcfcfe0f9b8f8ad16e5a98bb1f3/tests/unittests/regression/test_pearson.py#L111-L122

[Borda]

@justusschock @stancld mind have look ^^ 🦦

[stancld]

I have only some minor comments -- I'm a bit worried the error message raised wouldn't be clear.

[Borda]

@justusschock pls ^^

[stancld]

👍