Allow ModelCheckpoint monitor to be None

[carmocca]

What does this PR do?

Fixes #3620

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[codecov]

Codecov Report

Merging #3633 into master will increase coverage by 5%.
The diff coverage is 100%.

@@           Coverage Diff           @@
##           master   #3633    +/-   ##
=======================================
+ Coverage      86%     91%    +5%     
=======================================
  Files         110     110            
  Lines        8058    8057     -1     
=======================================
+ Hits         6914    7313   +399     
+ Misses       1144     744   -400     

[Borda]

seems that the failing tests are unrelated