We have zero tests for OnlineGradientDescent

[Ivanidzo4ka]

While looking into #2407 I found we have only one test which indirectly touches OGD, TestPfiRegressionOnDenseFeatures we have zero tests with baselines (well we have them, but they marked as skipped)

[shmoradims]

In fact I think OnlineGradientDescent doesn't even produce meaningful output. It's API sample is the only regression sample that's producing garbage results on a simple dataset:

Label: 0.985, Prediction: -400686.600
Label: 0.155, Prediction: -180751.800
Label: 0.515, Prediction: -119051.500
Label: 0.566, Prediction: 112171.700
Label: 0.096, Prediction: -526417.200
Mean Absolute Error: 257591.89
Mean Squared Error: 102703487917.42
Root Mean Squared Error: 320473.85
RSquared: -1225755144061.27

[wschin]

To close this issue, OGD's API samples (added in #3319) should be fixed too.