Remove numpy nanmean warnings and also bug fix of some code

[adam2392]

Fixes #

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[PSSF23]

Is there reason why the auc metric has the tree posterior shape change? Having a binary check is fine, but roc_auc_score can handle two classes.

[adam2392]

Is there reason why the auc metric has the tree posterior shape change? Having a binary check is fine, but roc_auc_score can handle two classes.

No. The reason is just to limit functionality while we ensure this works. We can remove those with a minor refactor easily. Rn the code has an inline comment reminding us that this only works for n_outputs==1.