Indended behavior (and execption handling / warning) of repetitive calls to `set_ml_nuisance_params`

[MalteKurz]

• If the function set_ml_nuisance_params('ml_g', 'd', params) is being called multiple times it results in the last params dict being used.
• I think this behavior is fine, but I would add a warning for the user whenever the function has been called already with a non-empty dictionary as parameter set.
• As an alternative "behavior" we could implement that calling set_ml_nuisance_params() does not overwrite already set parameter sets (that also stem from set_ml_nuisance_params() calls) but instead combines them: Add new keys to dict and replace existing ones.