Fix corr to support multi-index columns.

[ueshin]

No description provided.

[codecov-io]

Codecov Report

Merging #1246 into master will increase coverage by <.01%.
The diff coverage is 100%.

@@            Coverage Diff             @@
##           master    #1246      +/-   ##
==========================================
+ Coverage   95.09%   95.09%   +<.01%     
==========================================
  Files          35       35              
  Lines        7154     7157       +3     
==========================================
+ Hits         6803     6806       +3     
  Misses        351      351

Impacted Files	Coverage Δ
databricks/koalas/ml.py	96.29% <100%> (+0.14%)	⬆️
databricks/koalas/series.py	96.24% <100%> (+0.01%)	⬆️

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[ueshin]

Thanks! merging.