[scikit-learn] Data type returned by PLSR different from other estimators

[GOMEZ TAMAYO, JOSE CARLOS]

Hi there,

I have recently run into a problem when dealing with PLSR (and other
cross-decomposition methods) prediction output. Unlike other estimators
which return a numpy array containing the predictions, PLSR returns a list
of single-value lists containing the predictions.
I do not know why this done this way (perhaps there is a reason unknown to
me) but the fact the estimator is returning a different data type should be
advised in the documentation. It is easily solved through modifying the
source code or just by overriding the method.

Cheers,

Jose Carlos Gómez
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