Gradient check example

[m-philipps]

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• add a documentation example for performing gradient checks (closes #1481)
• fix #1494

I'd be happy about suggestions on the "Best practices" and "How to fix my gradients".

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Codecov Report

All modified and coverable lines are covered by tests :white_check_mark:

Project coverage is 84.51%. Comparing base (5ec891d) to head (df580c3).

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Additional details and impacted files

@@             Coverage Diff             @@
##           develop    #1497      +/-   ##
===========================================
- Coverage    84.57%   84.51%   -0.06%     
===========================================
  Files          163      163              
  Lines        14006    14006              
===========================================
- Hits         11845    11837       -8     
- Misses        2161     2169       +8     

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[m-philipps]

I think I would just skip over check_grad and directly introduce check_grad_multi_eps. The latter performs much better.

I agree that check_grad_multi_eps is convenient to use in practice; I like showcasing check_grad first to build it up like a tutorial, such that it is easier to understand what check_grad_multi_eps is doing for people who aren't so familiar with gradient checks. I'm also fine with changing it though.