Allow `sigma0` in `EvolutionStrategyEmitter` to be a vector

[itsdawei]

Description

Allow sigma0 in EvolutionStrategyEmitter to be a vector.

TODO

• [ ] Figure out how to allow sigma to be a vector in CMA-ES.

Status

• [x] I have read the guidelines in CONTRIBUTING.md
• [x] I have formatted my code using yapf
• [x] I have tested my code by running pytest
• [x] I have linted my code with pylint
• [x] I have added a one-line description of my change to the changelog in HISTORY.md
• [x] This PR is ready to go