Bug fix: features space dim

[This line](https://github.com/lisa-lab/pylearn2/blob/master/pylearn2/datasets/dense_design_matrix.py#L113) is causing problem if the y passed is just 1D array and not in one hot format:

[Also here](https://github.com/lisa-lab/pylearn2/blob/master/pylearn2/datasets/zca_dataset.py#L77) If convert_to_one_hot is true, then data_spec is going to change if that was not the case for preprocessed_dataset