NeuralNetwork() fails with multiclass problems

[nkapila6]

Issue Summary
NeuralNetwork class fails with multi class problems. Seems like this is an outstanding issue from hiive.

Steps to Reproduce / Describe the Request
Using multiclass dataset on NeuralNetwork renders an error when performing .predict.

Additional Information

1. Sklearn one hot encodes the labels: https://github.com/scikit-learn/scikit-learn/blob/5c4aa5d0d90ba66247d675d4c3fc2fdfba3c39ff/sklearn/neural_network/_multilayer_perceptron.py#L1124

2. The same was added into hiive: hiive@2a6d48b

Proposed Solution (Optional)
Will need to debug this using a toy dataset.

[zlyin]

same issues here