Use our own implementation for one-hot encoding

Following discussion from #1936 and #830, we've had to work around our the scikit-learn implementation of one-hot encoding to add our own functionality. #1936 in particular works to add the ability to drop an encoded feature that only has two categories, but has to work around scikit-learn's implementation limitations.

Rolling our own implementation can help increase performance and avoid extra convoluted logic we've added to work out scikit-learn's implementation :)