Add type checking

[jank324]

Description

Adds a GitHub Action that runs static type checking with mypy and addresses the issues it finds.

Motivation and Context

• I have raised an issue to propose this change (required for new features and bug fixes)

Probably a good idea to have it. Should catch bugs early. Follows practices from Stable Baselines3. Closes #109.

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Documentation (update in the documentation)

Checklist

• I have updated the changelog accordingly (required).
• My change requires a change to the documentation.
• I have updated the tests accordingly (required for a bug fix or a new feature).
• I have updated the documentation accordingly.
• I have reformatted the code and checked that formatting passes (required).
• I have have fixed all issues found by flake8 (required).
• I have ensured that all pytest tests pass (required).
• I have run pytest on a machine with a CUDA GPU and made sure all tests pass (required).
• I have checked that the documentation builds (required).

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