[MRG+1] PLSRegression again supports 1d target

`plot_compare_cross_decomposition.py` was broken by the change in validation helper functions: `_PLS` calls `Y = check_array(Y)` which returns `Y[None, :]` if Y is 1d. It should be `Y[:, None]`.

Note that the 1d input, while used in an example, was not covered by the docstring (nor tested, obviously). I would like to confirm that this is correct behaviour.

Partial fix for #3872