adjust the API of KL methods for model selection

make the API work for `GradientModelSelection`
@karlnapf 
please merge this.
in shogun things are slightly different.
 * model selection parameters are those that can be changed via the grid-search framework (in shogun), they just provide memory access
 * gradient parameters are those for which the gradient is defined and they can be optimised via gradient based optimization

none of those correspond to hyper-parameters, latent parameters, or similar, but are just way to give general model selection classes access to the memory the variables are stored in.

Sure you still want to remove them?