You can attach/detach metrics, so I think you can just attach it at the end of the training:
@trainer.on(Events.EPOCH_COMPLETED(every=2))
def compute_mse():
    evaluator.run(validation)

@trainer.on(Events.COMPLETED)
def compute_correlation():
    correlation_metric.attach(evaluator, "corr")
    evaluator.run(validation)
    # optionally
    correlation_metric.detach(evaluator)