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.
The argument is called `epsilon` in `approx_fprime`.  Wouldn't it be more consistent to also call it `epsilon` here?