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.
Okay, great! Thanks @larsmans. Also, I've started working on the improvement to the test that @jnothman mentioned. I'll open another pull request once that's complete (I should have time to tackle that in the next couple days).