I tried the following with a label.csv having 6 columns and it returns proper 
array of shape (3,2,1). Note that batch size is ignored in defining the shape 
of data and label. 

```
train_iter <- mx.io.CSVIter(
  data_csv = "train-data.csv", data.shape = c(2),
  label_csv = "train-label.csv", label.shape =  c(3, 2),
  batch_size = 1
)
```

[ Full content available at: 
https://github.com/apache/incubator-mxnet/issues/12428 ]
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