We have zero tests for OnlineGradientDescent

While looking into https://github.com/dotnet/machinelearning/issues/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)