Improve error-handling of get_param_vector(_size)

[stulp]

If not trained, should an error be raised or just don't count it?

Originally posted by @ignacio-pm in #72 (comment)

[stulp]

If calling set_selected_param_names is needed before get_param_vector, I would write more clear here

Originally posted by @ignacio-pm in #72 (comment)

[stulp]

When calling get_param_vector or get_param_vector_size, error-handling behavior should be consistent and documented.

• If no parameters are selected, these functions should return [] and 0 respectively. This shoudl be documented.
• If function approximators are not trained, something should still be returned. The question is what?