Support y as a single-column pd.DataFrame
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Description
When using` FLAML(task="classification")` as a component model in EconML/DoWhy, sometimes it gets called with `y` being a `pd.DataFrame` with a single column, and that throws an error as it only expects a `pd.Series` or `np.ndarray`.
Can we please also support dataframes with a single column, in which case we'd take that column as` y`?
Currently I monkey-patch around it, but it would be nicer if it just handled it.
Happy to do the PR myself if you tell me where in the code the changes should live :)
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