Interesting! Really looks like a bug when the last label axis is set to 1. 
As a quick turnaround, what about dropping the 1 axis for all data and label in 
the csv.iter and perform a reshape within the model architecture?

Something like:

```
data <- mx.symbol.Variable("data")
data <- mx.symbol.reshape(data, shape = c(3,1,3,0))

label <- mx.symbol.Variable("label")
label <- mx.symbol.reshape(label, shape = c(3,1,3,0))
...
loss <- mx.symbol.LinearRegressionOutput(data = model, label = label)
```


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https://github.com/apache/incubator-mxnet/issues/12428 ]
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