Add options to presets.ThresholdingEnsemble.

[jgosmann]

Description:
Adds two more options to the thresholding preset to control the width of the intercepts and the radius of the thresholding ensembles.

Motivation and context:
Sometimes it can be useful to fine tune these parameters.

Interactions with other PRs:
none

How has this been tested?
The existing test for the preset still passes.

Where should a reviewer start?
The usual place.

How long should this take to review?

• Quick (less than 40 lines changed or changes are straightforward)

Types of changes:

• New feature (non-breaking change which adds functionality)

Checklist:

• I have read the CONTRIBUTING.rst document.
• I have updated the documentation accordingly.
• I have included a changelog entry.
• I have added tests to cover my changes.
• All new and existing tests passed.

Still to do:

[Seanny123]

LGTM. I don't think this needs a changelog entry. I'm on the fence about whether we need a test to see if changing the radius actually works, but I'm leaning towards no, since it's really already covered by ensemble and config tests.

[jgosmann]

Actually, I should write a test and make sure that this works as intended. I just remembered that eval_points get scaled by the radius (intercepts maybe too?).

[jgosmann]

Regarding the changelog entry: I just added this PR to the existing entry. There wasn't a release wtih the preset yet.

[tbekolay]

Documenting presets is the last thing on my todo for 2.2.0, so this should be in before 2.2.0 too. Pushed a fixup to add the defaults to the docstring. LGTM! Will merge once tests finish.