[Bug] with gSDE, calling policy.save() causes error

[liusida]

🐛 Bug

Usually we use model.save(path) to save a zip file.
But policy also has a save method. If one call that method with gSDE enabled, it will produce an error.

To Reproduce

import pybullet_envs
from stable_baselines3 import PPO

model = PPO('MlpPolicy', 'HopperBulletEnv-v0', use_sde=True)
model.learn(100)
model.policy.save("/tmp/sde_policy")

Traceback (most recent call last):
  File "try_sde_with_policy_save.py", line 6, in <module>
    model.policy.save("/tmp/sde_policy")
  File "/home/liusida/code/code_trysb3/stable-baselines3/stable_baselines3/common/policies.py", line 152, in save
    th.save({"state_dict": self.state_dict(), "data": self._get_constructor_parameters()}, path)
  File "/home/liusida/code/code_trysb3/stable-baselines3/stable_baselines3/common/policies.py", line 438, in _get_constructor_parameters
    sde_net_arch=default_none_kwargs["sde_net_arch"],
KeyError: 'sde_net_arch'

Expected behavior

The policy (the PyTorch module) should be saved as a file.

### System Info

Describe the characteristic of your environment:

• tested with pip install and also commit: 5d47296
• GPU models and configuration: No GPU
• Python version: 3.8
• PyTorch version: 1.8.1
• Gym version: 0.18.0

Checklist

• I have checked that there is no similar issue in the repo (required)
• I have read the documentation (required)
• I have provided a minimal working example to reproduce the bug (required)

[araffin]

Hello,
thanks for reporting the bug, will be fixed in #401 ;)