Deprecate grid_scores_ everywhere, replace by cv_results_

As mentioned by @jnothman in #9570, we should deprecate grid_scores_ everywhere and replace it by cv_results_ which should have the same structure as GridSearchCV.cv_results_. This should be tackled as one PR per estimator, I think.

So far I found it in RFE and graphical lasso.

[jnothman]

If you look at the documentation for GridSearchCV’s cv_results_ and compare to the existing grid_scores_, you’ll see they’re very different. The former is a dict of arrays; the latter is a 2d array. The former includes information about how long each fit takes, but I’m not sure that’s relevant here. The former can also report scores under multiple metrics.

@amueller, I’m not immediately sure what benefit we provide users by ditching the existing 2d array representation, unless we also support other features like multiple scorers. The use of warm start in specialised CV means we can’t really report timings either…

@hemant659, it’s much easier to look at your changes in a pull request than in a zip. Please open one when you are ready, but perhaps wait for us to clarify exactly what form cv_results_ should take. Yes, the existing attributes would need deprecation.

[jnothman]

Well I think it’s sensible to provide a cv_results_-style interface, for consistency, but straight-out scores is also simpler for some use cases.