Get MNIST data and CData unit tests.

[rmlarose]

@naezzell I think the input to LabeledCData in get_mnist_data is wrong. See TODO comment and please update when you can.

There are several unit tests failing in CData after some updates. (These should have been failing all along, the updates just revealed them.)

(1) The higher dimensional data example is not supported. The input data to any CData object must, as of know, be explicitly two-dimensional. I think this unit test should be removed. Thoughts?

(2) The train_test_split(...) unit test used to input one-dimensional data when creating a CData object, which is again nonsense. As such, the later checks are equally nonsense. Could you update this with sensible checks?