Refactor `gp` submodule

[michaelosthege]

The gp submodule was not yet refactored for v4.

Here's one low-hanging fruits to start with:

• pymc/tests/test_gp.py::TestMarginalVsMarginalSparse::testApproximations is fixed by changing the shape of the p ndarray that's passed into model.logp(...) by slicing with [None, :].

Some tests are marked with an XFAIL about the MvNormal not being refactored yet, but meanwhile it is refactored.

Also related to #5024

[twiecki]

CC @bwengals

[twiecki]

Fixed by #5055.