Add `check_args()` to remaining model types

[EmilHvitfeldt]

The following models doesn't have check_args() methods and could properly benefit (and in personal opinion it would be nice to have complete coverage)

• bag_mars
• bag_mlp
• bart
• discrim_quad
• gen_additive_mod
• naive_Bayes
• proportional_hazards
• rule_fit
• null_model

isn't a blocker for #1093 because there are no errors to check