step size parameter for check_grad

I use finite difference approximation for checking my derivatives. However, I'm cannot use check_grad from scipy for several of those because the (fixed) step size of check_grad is too small. I propose this modification for letting the user decide whether to use the default step size or not.
yes, when we get ``scipy.diff`` we can start with a clean API. but for now this PR has to be ``**kwargs`` I'm afraid.