Bad output shape for ortho_forest effect

[vasilismsr]

Take the example from Section 1.1 and 1.2 from the ortho forest notebook:
https://github.com/microsoft/EconML/blob/master/notebooks/Orthogonal%20Random%20Forest%20Examples.ipynb

When T is a vector of (n,), then the effect(X) of the ContinuousOrthoForest returns a (n, 1) vector.

When T is (n, 2) (e.g. if we just duplicate T in cell 6) then effect(X) correctly a (n,) vector.

When T is (n, 1) (e.g. if we reshape T in cell 6) it runs super slow and had to be cancelled.