Fixes ovr in the binary classifier case

Fixes https://github.com/scikit-learn/scikit-learn/issues/3700. Also allows feature arrays (rather than just numpy arrays) in the multiclass case (already supported in the binary case), and adds a test for the number of probabilities returned from predict_proba in test_ovr_binary.
A better test is in b584ac47be173560680cc301ba05ab5a804891d7 (I wrote that first to see if @jnothman was right -- test-driven development :)